+609.8%
SPGI vs ALLY
+124.8%
+485.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.1% | +3.7% | -3.5% | -1.0% |
| 30D | +8.4% | -2.3% | +10.7% | +9.1% |
| 3M | +11.8% | +3.8% | +8.0% | +10.3% |
| 6M | +5.7% | +9.7% | -4.0% | +2.2% |
| YTD | -9.7% | -1.4% | -8.3% | -9.9% |
| 1Y | -12.5% | +8.2% | -20.7% | -15.5% |
| 3Y | +21.8% | +66.5% | -44.7% | -0.8% |
| 5Y | +8.2% | +1.2% | +7.0% | -1.3% |
| 10Y | +309.5% | +191.4% | +118.1% | +129.6% |
| All | +609.8% | +124.8% | +485.0% | +324.9% |
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