+82.5%
SPY vs ALLY
+1.6%
+80.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +3.7% | -3.6% | -0.9% |
| 30D | +0.1% | -2.3% | +2.3% | +0.7% |
| 3M | +2.0% | +3.8% | -1.8% | +0.8% |
| 6M | +13.0% | +9.7% | +3.3% | +9.6% |
| YTD | +13.5% | -1.4% | +15.0% | +13.2% |
| 1Y | +20.0% | +8.2% | +11.7% | +16.1% |
| 3Y | +77.2% | +66.5% | +10.7% | +47.5% |
| All | +82.5% | +1.6% | +80.9% | +68.9% |
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 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