+34.8%
SOLS vs ALLY
-4.2%
+38.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.5% |
| 7D | +5.3% | -0.7% | +6.0% | +5.4% |
| 30D | +6.0% | +1.1% | +4.8% | +5.5% |
| 3M | +7.9% | -13.2% | +21.1% | +11.2% |
| 6M | -16.7% | -13.5% | -3.3% | -15.0% |
| YTD | +34.3% | -14.3% | +48.6% | +38.7% |
| 1Y | +38.2% | -1.1% | +39.4% | +25.9% |
| All | +34.8% | -4.2% | +38.9% | +25.3% |
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