+6,563.5%
FIX vs ALLY
+104.2%
+6,459.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.8% | -18.9% | -16.7% |
| 7D | -18.9% | +2.4% | -21.3% | -20.0% |
| 30D | -36.3% | +5.6% | -41.9% | -38.1% |
| 3M | -38.5% | -11.7% | -26.8% | -35.7% |
| 6M | -42.3% | -7.0% | -35.2% | -40.9% |
| YTD | +17.1% | -10.4% | +27.5% | +21.2% |
| 1Y | +14.4% | +2.4% | +12.0% | +12.0% |
| 3Y | +486.7% | +59.2% | +427.4% | +368.9% |
| 5Y | +1,083.7% | -5.0% | +1,088.7% | +1,014.4% |
| 10Y | +3,932.4% | +204.5% | +3,728.0% | +2,162.9% |
| All | +6,563.5% | +104.2% | +6,459.2% | +3,976.7% |
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