+26.7%
Q vs ALLY
+6.5%
+20.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | +0.2% | +3.7% | -3.4% | -1.9% |
| 30D | -11.1% | -2.3% | -8.9% | -9.9% |
| 3M | -22.1% | +3.8% | -26.0% | -24.1% |
| 6M | +0.5% | +9.7% | -9.2% | -5.9% |
| YTD | +47.8% | -1.4% | +49.2% | +47.4% |
| All | +26.7% | +6.5% | +20.2% | +16.3% |
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 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