-25.9%
M vs ALLY
+101.5%
-127.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.5% | -5.0% |
| 7D | -2.1% | -1.1% | -1.0% | -1.3% |
| 30D | +7.7% | +4.2% | +3.5% | +5.2% |
| 3M | -4.4% | -12.4% | +8.0% | +3.8% |
| 6M | +27.5% | -8.7% | +36.2% | +34.6% |
| YTD | +12.8% | -11.6% | +24.4% | +20.7% |
| 1Y | +20.7% | +0.2% | +20.6% | +19.4% |
| 3Y | +111.3% | +57.1% | +54.2% | +49.9% |
| 5Y | -6.3% | -6.8% | +0.5% | -9.1% |
| 10Y | +1.5% | +200.4% | -198.9% | -50.8% |
| All | -25.9% | +101.5% | -127.4% | -61.6% |
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 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