+97.6%
META vs ALLY
-10.1%
+107.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | +3.3% | -0.7% | +3.9% | +3.6% |
| 30D | -10.8% | +1.1% | -11.9% | -11.3% |
| 3M | +7.9% | -13.2% | +21.1% | +14.2% |
| 6M | +5.4% | -13.5% | +18.9% | +11.5% |
| YTD | -2.6% | -14.3% | +11.7% | +2.9% |
| 1Y | +1.9% | -1.1% | +3.0% | +0.9% |
| 3Y | +97.0% | +62.0% | +35.0% | +46.3% |
| All | +97.6% | -10.1% | +107.7% | +108.5% |
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