+281.3%
P vs ALLY
+1.6%
+279.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | +3.7% | +2.9% | +5.1% |
| 30D | +18.8% | -2.3% | +21.1% | +19.9% |
| 3M | +26.7% | +3.8% | +22.9% | +24.7% |
| 6M | +62.2% | +9.7% | +52.5% | +54.8% |
| YTD | +48.5% | -1.4% | +49.9% | +47.8% |
| 1Y | +26.4% | +8.2% | +18.2% | +20.7% |
| 3Y | +159.4% | +66.5% | +92.9% | +108.6% |
| All | +281.3% | +1.6% | +279.7% | +244.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling