+117.3%
SPOT vs ALLY
+3.2%
+114.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | -0.9% | +3.7% | -4.6% | -2.2% |
| 30D | +12.5% | -2.3% | +14.7% | +13.3% |
| 3M | +9.9% | +3.8% | +6.1% | +7.9% |
| 6M | +1.6% | +9.7% | -8.1% | -2.9% |
| YTD | -6.6% | -1.4% | -5.2% | -7.2% |
| 1Y | -22.9% | +8.2% | -31.2% | -26.6% |
| 3Y | +244.3% | +66.5% | +177.8% | +155.3% |
| All | +117.3% | +3.2% | +114.1% | +97.0% |
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