+17.4%
M vs ALLY
-1.7%
+19.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.5% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | +1.3% | +3.1% | -1.8% | -0.3% |
| 3M | -7.4% | -12.6% | +5.2% | +0.2% |
| 6M | +18.3% | -12.4% | +30.8% | +27.6% |
| YTD | +7.6% | -13.2% | +20.7% | +18.3% |
| 1Y | +17.4% | +1.8% | +15.6% | +12.0% |
| All | +17.4% | -1.7% | +19.1% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling