+167.1%
P vs ALLY
+57.0%
+110.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.3% | -15.1% | -15.8% |
| 7D | -31.9% | -1.1% | -30.8% | -31.6% |
| 30D | -36.5% | +4.2% | -40.7% | -37.8% |
| 3M | +11.6% | -12.4% | +24.0% | +18.0% |
| 6M | +25.2% | -8.7% | +33.9% | +28.9% |
| YTD | +39.4% | -11.6% | +51.1% | +45.0% |
| 1Y | -3.7% | +0.2% | -3.8% | -6.0% |
| All | +167.1% | +57.0% | +110.1% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling