-57.9%
JD vs ALLY
-7.4%
-50.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.8% |
| 7D | +11.7% | -1.1% | +12.9% | +12.1% |
| 30D | +8.1% | +4.2% | +3.9% | +6.3% |
| 3M | -12.0% | -12.4% | +0.4% | -7.9% |
| 6M | -3.5% | -8.7% | +5.2% | -1.1% |
| YTD | +3.3% | -11.6% | +15.0% | +6.5% |
| 1Y | -7.4% | +0.2% | -7.6% | -9.6% |
| 3Y | +16.6% | +57.1% | -40.5% | -10.9% |
| 5Y | -57.9% | -6.8% | -51.0% | -57.7% |
| All | -57.9% | -7.4% | -50.4% | -57.7% |
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