+178.0%
O vs ALLY
+101.5%
+76.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | +4.5% | -1.1% | +5.7% | +4.8% |
| 30D | +10.2% | +4.2% | +6.0% | +9.0% |
| 3M | -3.8% | -12.4% | +8.6% | -0.6% |
| 6M | -3.8% | -8.7% | +4.8% | -2.0% |
| YTD | +10.3% | -11.6% | +22.0% | +12.8% |
| 1Y | +11.9% | +0.2% | +11.7% | +10.4% |
| 3Y | +38.1% | +57.1% | -19.0% | +15.8% |
| 5Y | +11.1% | -6.8% | +17.9% | +4.2% |
| 10Y | +72.7% | +200.4% | -127.6% | +7.4% |
| All | +178.0% | +101.5% | +76.5% | +79.6% |
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