-2.1%
FIX vs ALLY
+0.9%
-3.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.3% | -10.2% | -11.0% |
| 7D | -27.2% | -1.1% | -26.1% | -26.8% |
| 30D | -46.9% | +4.2% | -51.1% | -48.1% |
| 3M | -44.4% | -12.4% | -32.0% | -40.5% |
| 6M | -50.9% | -8.7% | -42.2% | -48.9% |
| YTD | +3.5% | -11.6% | +15.2% | +10.3% |
| 1Y | -2.1% | +0.2% | -2.3% | -8.3% |
| All | -2.1% | +0.9% | -3.0% | -8.3% |
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 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