+94.4%
QQQ vs ALLY
-0.2%
+94.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.0% |
| 7D | +1.5% | +1.0% | +0.5% | +1.1% |
| 30D | -0.6% | -3.3% | +2.6% | +0.4% |
| 3M | +0.4% | +0.5% | 0.0% | +0.1% |
| 6M | +20.1% | +12.6% | +7.5% | +14.9% |
| YTD | +17.2% | -4.7% | +21.9% | +18.1% |
| 1Y | +24.7% | +5.2% | +19.5% | +21.2% |
| 3Y | +96.2% | +66.5% | +29.7% | +57.9% |
| 5Y | +94.4% | +0.2% | +94.2% | +80.2% |
| All | +94.4% | -0.2% | +94.6% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling