+43.4%
ON vs ALLY
-1.7%
+45.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.7% |
| 7D | -4.1% | -0.7% | -3.5% | -3.8% |
| 30D | -10.2% | +1.1% | -11.4% | -10.7% |
| 3M | -12.7% | -13.2% | +0.4% | -7.1% |
| 6M | -32.5% | -13.5% | -19.1% | -28.7% |
| YTD | +28.6% | -14.3% | +42.8% | +36.4% |
| 1Y | +43.4% | -1.1% | +44.6% | +37.1% |
| All | +43.4% | -1.7% | +45.1% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling