+183.4%
O vs ALLY
+124.8%
+58.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | +3.7% | -4.4% | -1.7% |
| 30D | -1.9% | -2.3% | +0.4% | -1.4% |
| 3M | +3.8% | +3.8% | 0.0% | +2.6% |
| 6M | -4.7% | +9.7% | -14.5% | -7.5% |
| YTD | +12.5% | -1.4% | +13.9% | +11.9% |
| 1Y | +10.8% | +8.2% | +2.6% | +7.1% |
| 3Y | +28.8% | +66.5% | -37.7% | +6.4% |
| 5Y | +13.2% | +1.2% | +12.0% | +3.9% |
| 10Y | +53.5% | +191.4% | -138.0% | -6.8% |
| All | +183.4% | +124.8% | +58.5% | +78.2% |
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