+155.3%
JPM vs ALLY
+1.6%
+153.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +3.7% | -3.4% | -1.0% |
| 30D | -0.2% | -2.3% | +2.1% | +0.6% |
| 3M | +15.9% | +3.8% | +12.0% | +14.1% |
| 6M | +20.9% | +9.7% | +11.2% | +16.4% |
| YTD | +12.9% | -1.4% | +14.3% | +12.8% |
| 1Y | +20.3% | +8.2% | +12.1% | +15.9% |
| 3Y | +160.9% | +66.5% | +94.5% | +111.9% |
| All | +155.3% | +1.6% | +153.7% | +146.4% |
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