+2,581.9%
LLY vs ALLY
+124.8%
+2,457.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | +3.7% | -5.8% | -2.6% |
| 30D | -1.6% | -2.3% | +0.6% | -1.4% |
| 3M | +2.3% | +3.8% | -1.5% | +1.7% |
| 6M | +14.9% | +9.7% | +5.2% | +13.3% |
| YTD | +7.5% | -1.4% | +8.9% | +7.3% |
| 1Y | +55.7% | +8.2% | +47.4% | +53.3% |
| 3Y | +110.6% | +66.5% | +44.1% | +94.1% |
| 5Y | +363.4% | +1.2% | +362.2% | +347.9% |
| 10Y | +1,649.0% | +191.4% | +1,457.5% | +1,249.7% |
| All | +2,581.9% | +124.8% | +2,457.0% | +2,083.2% |
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