+55.0%
F vs ALLY
+104.2%
-49.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.0% |
| 7D | +6.0% | +2.4% | +3.6% | +4.8% |
| 30D | +4.3% | +5.6% | -1.3% | +1.4% |
| 3M | -10.1% | -11.7% | +1.6% | -4.3% |
| 6M | +12.8% | -7.0% | +19.8% | +16.4% |
| YTD | -0.1% | -10.4% | +10.4% | +4.6% |
| 1Y | +3.7% | +2.4% | +1.3% | +1.3% |
| 3Y | +42.7% | +59.2% | -16.6% | +6.5% |
| 5Y | -11.0% | -5.0% | -6.0% | -16.3% |
| 10Y | +87.0% | +204.5% | -117.4% | -7.0% |
| All | +55.0% | +104.2% | -49.2% | -16.3% |
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