+79.1%
META vs ALLY
-7.4%
+86.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.6% | -3.4% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -18.1% | +4.2% | -22.3% | -19.6% |
| 3M | +2.9% | -12.4% | +15.3% | +8.5% |
| 6M | +0.2% | -8.7% | +8.9% | +3.6% |
| YTD | -8.1% | -11.6% | +3.6% | -4.1% |
| 1Y | -4.5% | +0.2% | -4.7% | -5.9% |
| 3Y | +94.2% | +57.1% | +37.1% | +46.9% |
| 5Y | +79.1% | -6.8% | +85.9% | +84.2% |
| All | +79.1% | -7.4% | +86.5% | +84.2% |
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