+16.8%
RF vs ALLY
-0.9%
+17.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | +0.4% | -2.1% | +2.5% | +1.5% |
| 30D | +5.6% | +2.0% | +3.6% | +4.3% |
| 3M | -8.9% | -13.3% | +4.5% | -1.9% |
| 6M | +7.1% | -9.9% | +16.9% | +12.6% |
| YTD | +8.3% | -13.5% | +21.9% | +16.5% |
| 1Y | +16.8% | -2.8% | +19.6% | +17.2% |
| All | +16.8% | -0.9% | +17.8% | +17.2% |
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 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