+343.0%
RF vs ALLY
+124.8%
+218.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.3% | +3.7% | -2.4% | -1.0% |
| 30D | -3.6% | -2.3% | -1.4% | -2.3% |
| 3M | +8.1% | +3.8% | +4.3% | +5.1% |
| 6M | +11.5% | +9.7% | +1.8% | +4.1% |
| YTD | +15.6% | -1.4% | +17.0% | +15.3% |
| 1Y | +15.7% | +8.2% | +7.4% | +8.3% |
| 3Y | +86.9% | +66.5% | +20.4% | +27.5% |
| 5Y | +89.8% | +1.2% | +88.6% | +68.8% |
| 10Y | +344.7% | +191.4% | +153.3% | +88.9% |
| All | +343.0% | +124.8% | +218.1% | +101.0% |
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