+48.4%
IR vs ALLY
+1.6%
+46.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -2.8% | +3.7% | -6.5% | -4.2% |
| 30D | -15.1% | -2.3% | -12.9% | -14.4% |
| 3M | +6.1% | +3.8% | +2.2% | +4.5% |
| 6M | -16.8% | +9.7% | -26.5% | -19.8% |
| YTD | -3.5% | -1.4% | -2.1% | -3.3% |
| 1Y | -3.5% | +8.2% | -11.7% | -6.9% |
| 3Y | +9.5% | +66.5% | -57.0% | -11.6% |
| All | +48.4% | +1.6% | +46.8% | +36.2% |
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 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