+189.2%
HAS vs ALLY
+54.4%
+134.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.5% |
| 30D | +31.0% | +3.1% | +27.9% | +29.6% |
| 3M | +30.7% | -12.6% | +43.2% | +36.9% |
| 6M | +23.9% | -12.4% | +36.3% | +29.3% |
| YTD | +48.3% | -13.2% | +61.5% | +54.6% |
| 1Y | +60.2% | +1.8% | +58.4% | +57.4% |
| 3Y | +189.2% | +58.0% | +131.2% | +119.2% |
| All | +189.2% | +54.4% | +134.9% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling