+170.1%
IT vs ALLY
+124.8%
+45.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -6.0% | +3.7% | -9.7% | -7.1% |
| 30D | 0.0% | -2.3% | +2.3% | +0.7% |
| 3M | +13.1% | +3.8% | +9.2% | +11.4% |
| 6M | +11.7% | +9.7% | +2.0% | +7.5% |
| YTD | -26.1% | -1.4% | -24.7% | -26.4% |
| 1Y | -21.3% | +8.2% | -29.5% | -24.2% |
| 3Y | -46.7% | +66.5% | -113.2% | -57.1% |
| 5Y | -40.5% | +1.2% | -41.7% | -45.4% |
| 10Y | +103.9% | +191.4% | -87.5% | +19.0% |
| All | +170.1% | +124.8% | +45.2% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling