-42.4%
IT vs ALLY
-10.0%
-32.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -1.8% | +5.2% | -7.1% | -3.2% |
| 3M | +4.8% | -13.3% | +18.1% | +9.3% |
| 6M | +33.0% | -6.7% | +39.7% | +35.4% |
| YTD | -23.8% | -12.8% | -11.0% | -21.2% |
| 1Y | -16.5% | +0.7% | -17.2% | -17.2% |
| 3Y | -53.6% | +65.2% | -118.9% | -61.5% |
| All | -42.4% | -10.0% | -32.4% | -40.3% |
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