+403.1%
PL vs ALLY
+57.0%
+346.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.3% | -8.8% | -9.0% |
| 7D | -20.5% | -1.1% | -19.4% | -20.0% |
| 30D | -38.8% | +4.2% | -42.9% | -41.0% |
| 3M | -49.1% | -12.4% | -36.7% | -43.7% |
| 6M | -69.4% | -8.7% | -60.7% | -67.5% |
| YTD | -42.3% | -11.6% | -30.7% | -38.2% |
| 1Y | -14.2% | +0.2% | -14.3% | -16.8% |
| All | +403.1% | +57.0% | +346.1% | +247.9% |
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