+322.7%
RF vs ALLY
+104.2%
+218.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | -0.9% |
| 7D | +2.3% | +2.4% | -0.1% | +0.7% |
| 30D | +7.2% | +5.6% | +1.7% | +3.5% |
| 3M | -8.2% | -11.7% | +3.5% | -0.9% |
| 6M | +7.0% | -7.0% | +14.1% | +11.4% |
| YTD | +10.3% | -10.4% | +20.7% | +16.8% |
| 1Y | +25.1% | +2.4% | +22.7% | +21.4% |
| 3Y | +110.3% | +59.2% | +51.1% | +47.5% |
| 5Y | +47.1% | -5.0% | +52.1% | +36.3% |
| 10Y | +297.9% | +204.5% | +93.5% | +66.9% |
| All | +322.7% | +104.2% | +218.5% | +103.5% |
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