+27.4%
M vs ALLY
+1.6%
+25.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +4.7% | +3.7% | +1.1% | +2.4% |
| 30D | -9.6% | -2.3% | -7.4% | -8.4% |
| 3M | +0.9% | +3.8% | -3.0% | -1.6% |
| 6M | +22.3% | +9.7% | +12.6% | +14.7% |
| YTD | +6.5% | -1.4% | +7.9% | +6.6% |
| 1Y | +38.8% | +8.2% | +30.5% | +30.3% |
| 3Y | +115.9% | +66.5% | +49.4% | +45.8% |
| All | +27.4% | +1.6% | +25.8% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling