+1,049.0%
FIX vs ALLY
-9.3%
+1,058.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.2% |
| 7D | -13.9% | -0.7% | -13.3% | -13.9% |
| 30D | -35.5% | +1.1% | -36.7% | -36.1% |
| 3M | -33.9% | -13.2% | -20.8% | -30.5% |
| 6M | -43.3% | -13.5% | -29.8% | -40.3% |
| YTD | +18.7% | -14.3% | +33.0% | +24.8% |
| 1Y | +13.8% | -1.1% | +14.9% | +13.2% |
| 3Y | +495.0% | +62.0% | +432.9% | +392.3% |
| 5Y | +1,049.0% | -9.6% | +1,058.7% | +1,071.1% |
| All | +1,049.0% | -9.3% | +1,058.4% | +1,071.1% |
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