+134.1%
LLY vs ALLY
+57.0%
+77.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.4% | -3.6% |
| 7D | -0.7% | -1.1% | +0.5% | -0.6% |
| 30D | +17.9% | +4.2% | +13.7% | +17.3% |
| 3M | +16.8% | -12.4% | +29.2% | +18.5% |
| 6M | +38.4% | -8.7% | +47.1% | +39.5% |
| YTD | +27.6% | -11.6% | +39.3% | +29.0% |
| 1Y | +48.3% | +0.2% | +48.2% | +47.5% |
| All | +134.1% | +57.0% | +77.0% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling