+266.2%
EXC vs ALLY
+101.5%
+164.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | +11.6% | +4.2% | +7.5% | +10.7% |
| 3M | +2.7% | -12.4% | +15.1% | +5.2% |
| 6M | +2.7% | -8.7% | +11.3% | +4.1% |
| YTD | +9.7% | -11.6% | +21.4% | +11.4% |
| 1Y | +4.5% | +0.2% | +4.4% | +3.3% |
| 3Y | +28.5% | +57.1% | -28.6% | +10.6% |
| 5Y | +43.9% | -6.8% | +50.8% | +35.9% |
| 10Y | +183.7% | +200.4% | -16.6% | +79.2% |
| All | +266.2% | +101.5% | +164.7% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling