-49.5%
SMR vs ALLY
-8.6%
-40.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.7% | +17.9% | +17.2% |
| 7D | -9.6% | +0.9% | -10.5% | -10.4% |
| 30D | -33.8% | +3.1% | -36.9% | -35.0% |
| 3M | -46.4% | -12.6% | -33.8% | -42.2% |
| 6M | -62.4% | -12.4% | -50.0% | -59.6% |
| YTD | -64.1% | -13.2% | -51.0% | -61.0% |
| 1Y | -84.3% | +1.8% | -86.2% | -84.4% |
| 3Y | +55.8% | +58.0% | -2.1% | +34.1% |
| All | -49.5% | -8.6% | -40.9% | -55.1% |
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