+463.9%
LLY vs ALLY
-6.7%
+470.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +19.7% | +3.4% | +16.3% | +19.4% |
| 3M | +19.3% | -11.1% | +30.3% | +20.4% |
| 6M | +49.3% | -11.5% | +60.8% | +50.7% |
| YTD | +32.0% | -12.3% | +44.3% | +33.2% |
| 1Y | +53.7% | +1.1% | +52.6% | +53.1% |
| 3Y | +143.7% | +64.8% | +78.9% | +133.5% |
| 5Y | +463.9% | -6.9% | +470.8% | +469.4% |
| All | +463.9% | -6.7% | +470.6% | +469.4% |
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