+825.6%
QQQ vs ALLY
+124.8%
+700.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.4% | +3.7% | -3.3% | -0.7% |
| 30D | +0.2% | -2.3% | +2.5% | +0.9% |
| 3M | -2.8% | +3.8% | -6.6% | -4.0% |
| 6M | +18.0% | +9.7% | +8.3% | +14.4% |
| YTD | +17.3% | -1.4% | +18.7% | +17.0% |
| 1Y | +25.6% | +8.2% | +17.4% | +21.6% |
| 3Y | +93.7% | +66.5% | +27.3% | +61.6% |
| 5Y | +94.2% | +1.2% | +92.9% | +80.1% |
| 10Y | +557.9% | +191.4% | +366.4% | +332.4% |
| All | +825.6% | +124.8% | +700.8% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling