-11.4%
F vs ALLY
-7.4%
-4.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | +2.0% | +4.2% | -2.1% | -0.1% |
| 3M | -10.4% | -12.4% | +2.0% | -4.3% |
| 6M | +9.7% | -8.7% | +18.4% | +14.2% |
| YTD | -1.2% | -11.6% | +10.5% | +4.1% |
| 1Y | 0.0% | +0.2% | -0.1% | -1.2% |
| 3Y | +41.1% | +57.1% | -16.0% | +4.6% |
| 5Y | -11.4% | -6.8% | -4.6% | -5.8% |
| All | -11.4% | -7.4% | -4.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling