-67.2%
PL vs ALLY
-7.6%
-59.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.2% | -8.0% |
| 7D | -11.7% | +2.4% | -14.1% | -12.6% |
| 30D | -27.1% | +5.6% | -32.7% | -29.2% |
| 3M | -44.6% | -11.7% | -32.9% | -41.2% |
| 6M | -67.2% | -7.0% | -60.1% | -67.2% |
| All | -67.2% | -7.6% | -59.6% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling