+443.8%
LLY vs ALLY
-9.5%
+453.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -4.5% | +0.9% | -5.4% | -4.6% |
| 30D | +13.9% | +3.1% | +10.8% | +13.6% |
| 3M | +13.8% | -12.6% | +26.3% | +15.0% |
| 6M | +37.6% | -12.4% | +50.0% | +39.0% |
| YTD | +26.6% | -13.2% | +39.8% | +27.8% |
| 1Y | +45.3% | +1.8% | +43.5% | +44.6% |
| 3Y | +132.2% | +58.0% | +74.3% | +123.2% |
| All | +443.8% | -9.5% | +453.3% | +449.9% |
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 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