-7.2%
JD vs ALLY
-1.5%
-5.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.2% |
| 30D | +4.5% | +1.1% | +3.4% | +4.4% |
| 3M | -15.4% | -13.2% | -2.2% | -15.2% |
| 6M | -6.0% | -13.5% | +7.4% | -5.7% |
| YTD | +2.2% | -14.3% | +16.4% | +2.9% |
| All | -7.2% | -1.5% | -5.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling