+71.6%
RMD vs ALLY
+64.0%
+7.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.2% | -2.1% | +2.0% | +0.3% |
| 30D | +1.6% | +2.0% | -0.4% | +1.3% |
| 3M | +6.0% | -13.3% | +19.3% | +9.4% |
| 6M | +17.9% | -9.9% | +27.8% | +20.6% |
| YTD | 0.0% | -13.5% | +13.5% | +2.8% |
| 1Y | -4.5% | -2.8% | -1.7% | -4.0% |
| All | +71.6% | +64.0% | +7.6% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling