+969.9%
NDAQ vs ALLY
+98.6%
+871.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | 0.0% | -2.8% | +2.8% | +0.7% |
| 30D | +16.3% | +1.9% | +14.4% | +15.8% |
| 3M | +15.8% | -12.1% | +27.9% | +19.5% |
| 6M | +24.8% | -9.0% | +33.8% | +27.4% |
| YTD | +14.1% | -12.9% | +27.0% | +17.4% |
| 1Y | +26.5% | -0.1% | +26.6% | +25.6% |
| 3Y | +119.1% | +64.6% | +54.6% | +87.3% |
| 5Y | +70.9% | -10.1% | +81.0% | +64.3% |
| 10Y | +479.7% | +176.7% | +303.0% | +286.5% |
| All | +969.9% | +98.6% | +871.3% | +653.2% |
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 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