-0.4%
PL vs ALLY
+4.2%
-4.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.2% | -8.6% |
| 7D | -11.7% | +2.4% | -14.1% | -13.1% |
| 30D | -27.1% | +5.6% | -32.7% | -29.8% |
| 3M | -44.6% | -11.7% | -32.9% | -40.2% |
| 6M | -67.2% | -7.0% | -60.1% | -66.1% |
| YTD | -35.9% | -10.4% | -25.4% | -31.2% |
| 1Y | -0.4% | +2.4% | -2.8% | -7.7% |
| All | -0.4% | +4.2% | -4.6% | -7.7% |
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