+313.7%
RF vs ALLY
+101.5%
+212.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.0% |
| 30D | +5.0% | +4.2% | +0.9% | +2.2% |
| 3M | -10.0% | -12.4% | +2.4% | -2.3% |
| 6M | +3.3% | -8.7% | +12.0% | +8.8% |
| YTD | +7.9% | -11.6% | +19.6% | +15.3% |
| 1Y | +21.2% | +0.2% | +21.1% | +19.3% |
| 3Y | +105.8% | +57.1% | +48.7% | +45.6% |
| 5Y | +43.7% | -6.8% | +50.6% | +34.9% |
| 10Y | +289.4% | +200.4% | +89.1% | +64.7% |
| All | +313.7% | +101.5% | +212.2% | +100.9% |
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