+504.0%
LOW vs ALLY
+98.1%
+406.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +7.4% | +0.9% | +6.5% | +7.2% |
| 30D | +24.5% | +3.1% | +21.4% | +23.3% |
| 3M | +3.5% | -12.6% | +16.0% | +8.4% |
| 6M | -2.6% | -12.4% | +9.9% | +1.8% |
| YTD | -4.8% | -13.2% | +8.3% | -0.8% |
| 1Y | -0.8% | +1.8% | -2.6% | -2.2% |
| 3Y | +22.8% | +58.0% | -35.2% | +0.3% |
| 5Y | +5.3% | -8.4% | +13.7% | -0.1% |
| 10Y | +309.5% | +195.3% | +114.2% | +140.0% |
| All | +504.0% | +98.1% | +406.0% | +278.5% |
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