+118.6%
M vs ALLY
+63.1%
+55.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +4.7% | +3.7% | +1.1% | +2.7% |
| 30D | -9.6% | -2.3% | -7.4% | -8.6% |
| 3M | +0.9% | +3.8% | -3.0% | -1.3% |
| 6M | +22.3% | +9.7% | +12.6% | +15.7% |
| YTD | +6.5% | -1.4% | +7.9% | +6.7% |
| 1Y | +38.8% | +8.2% | +30.5% | +31.6% |
| All | +118.6% | +63.1% | +55.5% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling