+485.4%
P vs ALLY
+183.3%
+302.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +6.5% | +3.7% | +2.9% | +4.9% |
| 30D | +18.8% | -2.3% | +21.1% | +20.0% |
| 3M | +26.7% | +3.8% | +22.9% | +24.5% |
| 6M | +62.2% | +9.7% | +52.5% | +54.1% |
| YTD | +48.5% | -1.4% | +49.9% | +47.7% |
| 1Y | +26.4% | +8.2% | +18.2% | +20.1% |
| 3Y | +159.4% | +66.5% | +92.9% | +99.9% |
| 5Y | +275.8% | +1.2% | +274.6% | +241.6% |
| 10Y | +732.0% | +191.4% | +540.6% | +329.5% |
| All | +485.4% | +183.3% | +302.0% | +177.3% |
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 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