+47.6%
ON vs ALLY
-1.0%
+48.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +12.2% | +0.4% | +11.9% | +12.1% |
| 30D | -3.1% | +5.2% | -8.4% | -5.3% |
| 3M | -12.9% | -13.3% | +0.4% | -7.3% |
| 6M | -38.6% | -6.7% | -31.9% | -37.2% |
| YTD | +31.2% | -12.8% | +44.1% | +38.0% |
| 1Y | +47.6% | +0.7% | +47.0% | +43.3% |
| All | +47.6% | -1.0% | +48.7% | +43.3% |
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