+115.0%
LUV vs ALLY
+124.8%
-9.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | +0.4% | +3.7% | -3.3% | -1.3% |
| 30D | -18.4% | -2.3% | -16.2% | -17.5% |
| 3M | -3.2% | +3.8% | -7.0% | -4.7% |
| 6M | -14.8% | +9.7% | -24.6% | -18.2% |
| YTD | -2.9% | -1.4% | -1.4% | -2.0% |
| 1Y | +29.6% | +8.2% | +21.3% | +25.0% |
| 3Y | +35.2% | +66.5% | -31.3% | +3.3% |
| 5Y | -11.7% | +1.2% | -12.9% | -18.6% |
| 10Y | +21.6% | +191.4% | -169.9% | -34.3% |
| All | +115.0% | +124.8% | -9.9% | +23.2% |
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