+11.7%
IT vs ALLY
+10.4%
+1.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -6.0% | +3.7% | -9.7% | -6.4% |
| 30D | 0.0% | -2.3% | +2.3% | +0.3% |
| 3M | +13.1% | +3.8% | +9.2% | +13.3% |
| 6M | +11.7% | +9.7% | +2.0% | +11.2% |
| All | +11.7% | +10.4% | +1.3% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling