+112.5%
NET vs ALLY
+1.6%
+110.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -7.0% | +3.7% | -10.7% | -9.1% |
| 30D | -4.8% | -2.3% | -2.5% | -3.3% |
| 3M | +3.8% | +3.8% | 0.0% | +1.0% |
| 6M | +50.0% | +9.7% | +40.3% | +38.5% |
| YTD | +41.5% | -1.4% | +42.9% | +40.4% |
| 1Y | +32.8% | +8.2% | +24.6% | +22.6% |
| 3Y | +335.9% | +66.5% | +269.4% | +169.0% |
| All | +112.5% | +1.6% | +110.9% | +76.4% |
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