+417.3%
RY vs ALLY
+101.5%
+315.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.5% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +4.4% | +4.2% | +0.3% | +3.2% |
| 3M | -2.9% | -12.4% | +9.5% | +0.8% |
| 6M | +15.6% | -8.7% | +24.2% | +18.4% |
| YTD | +21.8% | -11.6% | +33.5% | +25.5% |
| 1Y | +42.6% | +0.2% | +42.4% | +41.4% |
| 3Y | +160.9% | +57.1% | +103.8% | +118.6% |
| 5Y | +126.1% | -6.8% | +132.9% | +113.6% |
| 10Y | +371.7% | +200.4% | +171.3% | +174.8% |
| All | +417.3% | +101.5% | +315.9% | +221.3% |
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