+8.4%
LOW vs ALLY
-0.2%
+8.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.7% |
| 7D | +0.4% | +1.0% | -0.7% | 0.0% |
| 30D | -10.1% | -3.3% | -6.8% | -9.2% |
| 3M | -2.9% | +0.5% | -3.3% | -3.1% |
| 6M | -19.4% | +12.6% | -32.0% | -22.5% |
| YTD | -15.4% | -4.7% | -10.8% | -14.7% |
| 1Y | -24.9% | +5.2% | -30.2% | -26.8% |
| 3Y | -7.8% | +66.5% | -74.3% | -24.6% |
| 5Y | +8.4% | +0.2% | +8.2% | -3.7% |
| All | +8.4% | -0.2% | +8.6% | -3.7% |
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