-72.0%
S vs ALLY
+1.6%
-73.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -7.7% | +3.7% | -11.4% | -9.5% |
| 30D | -5.3% | -2.3% | -3.1% | -4.1% |
| 3M | +20.3% | +3.8% | +16.4% | +17.7% |
| 6M | +47.4% | +9.7% | +37.7% | +38.6% |
| YTD | +32.5% | -1.4% | +33.9% | +32.0% |
| 1Y | +9.5% | +8.2% | +1.3% | +3.1% |
| 3Y | +15.5% | +66.5% | -51.0% | -18.7% |
| All | -72.0% | +1.6% | -73.6% | -75.5% |
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