+431.3%
RY vs ALLY
+124.8%
+306.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.1% | +3.7% | -0.6% | +2.0% |
| 30D | -0.3% | -2.3% | +1.9% | +0.3% |
| 3M | +8.7% | +3.8% | +4.8% | +7.3% |
| 6M | +28.5% | +9.7% | +18.8% | +24.6% |
| YTD | +25.1% | -1.4% | +26.5% | +24.9% |
| 1Y | +46.3% | +8.2% | +38.1% | +41.5% |
| 3Y | +154.9% | +66.5% | +88.5% | +109.9% |
| 5Y | +140.3% | +1.2% | +139.1% | +121.2% |
| 10Y | +377.0% | +191.4% | +185.6% | +180.0% |
| All | +431.3% | +124.8% | +306.5% | +219.7% |
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