+141.9%
RY vs ALLY
+1.6%
+140.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.1% | +3.7% | -0.6% | +2.2% |
| 30D | -0.3% | -2.3% | +1.9% | +0.2% |
| 3M | +8.7% | +3.8% | +4.8% | +7.5% |
| 6M | +28.5% | +9.7% | +18.8% | +25.3% |
| YTD | +25.1% | -1.4% | +26.5% | +24.9% |
| 1Y | +46.3% | +8.2% | +38.1% | +42.4% |
| 3Y | +154.9% | +66.5% | +88.5% | +117.4% |
| All | +141.9% | +1.6% | +140.3% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling