+942.1%
NDAQ vs ALLY
+101.5%
+840.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | +15.8% | +4.2% | +11.6% | +14.6% |
| 3M | +13.4% | -12.4% | +25.8% | +17.1% |
| 6M | +20.9% | -8.7% | +29.5% | +23.3% |
| YTD | +11.1% | -11.6% | +22.8% | +13.9% |
| 1Y | +26.5% | +0.2% | +26.3% | +25.5% |
| 3Y | +121.5% | +57.1% | +64.4% | +91.5% |
| 5Y | +61.3% | -6.8% | +68.2% | +53.7% |
| 10Y | +480.0% | +200.4% | +279.7% | +280.2% |
| All | +942.1% | +101.5% | +840.6% | +631.1% |
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