+53.8%
S vs ALLY
+61.3%
-7.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | +7.6% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -10.5% | +3.4% | -13.9% | -11.9% |
| 3M | +9.9% | -11.1% | +21.0% | +15.8% |
| 6M | +41.8% | -11.5% | +53.3% | +49.2% |
| YTD | +56.8% | -12.3% | +69.1% | +64.8% |
| 1Y | +39.0% | +1.1% | +37.9% | +36.3% |
| 3Y | +53.8% | +64.8% | -11.0% | +42.8% |
| All | +53.8% | +61.3% | -7.5% | +42.8% |
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