-30.0%
M vs ALLY
+124.8%
-154.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 6M | +22.3% | +9.7% | +12.6% | +14.6% |
| YTD | +6.5% | -1.4% | +7.9% | +6.5% |
| 1Y | +38.8% | +8.2% | +30.5% | +30.2% |
| 3Y | +115.9% | +66.5% | +49.4% | +47.1% |
| 5Y | +28.6% | +1.2% | +27.4% | +18.1% |
| 10Y | -2.5% | +191.4% | -194.0% | -53.9% |
| All | -30.0% | +124.8% | -154.8% | -66.1% |
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 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