+18.0%
Q vs ALLY
+4.2%
+13.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -2.0% |
| 7D | -3.3% | +2.4% | -5.6% | -4.4% |
| 30D | -9.7% | +5.6% | -15.3% | -12.4% |
| 3M | -16.1% | -11.7% | -4.4% | -10.1% |
| 6M | -15.7% | -7.0% | -8.7% | -12.9% |
| YTD | +45.7% | -10.4% | +56.2% | +53.1% |
| 1Y | +18.0% | +2.4% | +15.6% | +10.5% |
| All | +18.0% | +4.2% | +13.8% | +10.5% |
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