+47.7%
HAS vs ALLY
-10.0%
+57.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +26.3% | +5.2% | +21.0% | +24.0% |
| 3M | +25.6% | -13.3% | +38.9% | +32.0% |
| 6M | +30.3% | -6.7% | +36.9% | +32.7% |
| YTD | +50.4% | -12.8% | +63.2% | +56.5% |
| 1Y | +57.7% | +0.7% | +57.0% | +55.7% |
| 3Y | +213.4% | +65.2% | +148.2% | +150.8% |
| All | +47.7% | -10.0% | +57.7% | +41.8% |
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