+446.5%
LOW vs ALLY
+124.8%
+321.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -1.7% | +3.7% | -5.4% | -3.0% |
| 30D | -7.0% | -2.3% | -4.8% | -6.4% |
| 3M | -0.9% | +3.8% | -4.7% | -2.3% |
| 6M | -20.1% | +9.7% | -29.8% | -22.9% |
| YTD | -13.9% | -1.4% | -12.5% | -14.1% |
| 1Y | -21.1% | +8.2% | -29.4% | -24.1% |
| 3Y | -6.6% | +66.5% | -73.1% | -25.3% |
| 5Y | +9.4% | +1.2% | +8.1% | -0.2% |
| 10Y | +220.5% | +191.4% | +29.1% | +85.2% |
| All | +446.5% | +124.8% | +321.6% | +227.7% |
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 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