+378.3%
LIN vs ALLY
+124.8%
+253.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.1% | +3.7% | -5.8% | -3.0% |
| 30D | -2.4% | -2.3% | -0.2% | -1.9% |
| 3M | -5.6% | +3.8% | -9.4% | -6.7% |
| 6M | -3.4% | +9.7% | -13.1% | -6.3% |
| YTD | +13.1% | -1.4% | +14.5% | +12.5% |
| 1Y | +2.5% | +8.2% | -5.8% | -0.9% |
| 3Y | +27.6% | +66.5% | -38.9% | +5.8% |
| 5Y | +63.0% | +1.2% | +61.8% | +50.7% |
| 10Y | +359.3% | +191.4% | +167.9% | +186.3% |
| All | +378.3% | +124.8% | +253.5% | +201.5% |
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