+5,791.8%
FIX vs ALLY
+101.5%
+5,690.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.3% | -10.2% | -11.0% |
| 7D | -27.2% | -1.1% | -26.1% | -27.1% |
| 30D | -46.9% | +4.2% | -51.1% | -48.1% |
| 3M | -44.4% | -12.4% | -32.0% | -41.6% |
| 6M | -50.9% | -8.7% | -42.2% | -49.4% |
| YTD | +3.5% | -11.6% | +15.2% | +7.8% |
| 1Y | -2.1% | +0.2% | -2.3% | -3.2% |
| 3Y | +418.7% | +57.1% | +361.7% | +317.2% |
| 5Y | +894.6% | -6.8% | +901.4% | +844.5% |
| 10Y | +3,465.5% | +200.4% | +3,265.1% | +1,913.6% |
| All | +5,791.8% | +101.5% | +5,690.4% | +3,527.6% |
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