+175.8%
O vs ALLY
+98.1%
+77.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +3.7% | +0.9% | +2.8% | +3.5% |
| 30D | +11.2% | +3.1% | +8.1% | +10.3% |
| 3M | -4.0% | -12.6% | +8.6% | -0.8% |
| 6M | -5.2% | -12.4% | +7.2% | -2.4% |
| YTD | +9.5% | -13.2% | +22.6% | +12.4% |
| 1Y | +10.6% | +1.8% | +8.8% | +8.7% |
| 3Y | +38.1% | +58.0% | -19.9% | +15.6% |
| 5Y | +10.2% | -8.4% | +18.7% | +3.8% |
| 10Y | +71.4% | +195.3% | -123.8% | +7.0% |
| All | +175.8% | +98.1% | +77.7% | +78.9% |
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