+176.5%
IT vs ALLY
+97.2%
+79.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -3.7% | -2.1% | -1.5% | -2.9% |
| 30D | -3.1% | +2.0% | -5.1% | -3.6% |
| 3M | +6.3% | -13.3% | +19.7% | +11.6% |
| 6M | +24.8% | -9.9% | +34.6% | +28.8% |
| YTD | -24.4% | -13.5% | -10.8% | -21.2% |
| 1Y | -17.1% | -2.8% | -14.3% | -17.0% |
| 3Y | -53.6% | +63.4% | -117.1% | -62.4% |
| 5Y | -42.5% | -10.9% | -31.7% | -44.7% |
| 10Y | +88.8% | +174.7% | -85.9% | +13.4% |
| All | +176.5% | +97.2% | +79.3% | +82.2% |
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