+14.4%
FIX vs ALLY
+4.2%
+10.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.8% | -18.9% | -16.6% |
| 7D | -18.9% | +2.4% | -21.3% | -19.8% |
| 30D | -36.3% | +5.6% | -41.9% | -38.1% |
| 3M | -38.5% | -11.7% | -26.8% | -34.4% |
| 6M | -42.3% | -7.0% | -35.2% | -40.4% |
| YTD | +17.1% | -10.4% | +27.5% | +24.1% |
| 1Y | +14.4% | +2.4% | +12.0% | +5.9% |
| All | +14.4% | +4.2% | +10.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling