+73.2%
SPY vs ALLY
-10.9%
+84.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +3.3% | -2.1% | +5.4% | +3.9% |
| 30D | -2.7% | +2.0% | -4.7% | -3.3% |
| 3M | -1.7% | -13.3% | +11.6% | +2.1% |
| 6M | +3.1% | -9.9% | +12.9% | +5.7% |
| YTD | +11.9% | -13.5% | +25.4% | +15.6% |
| 1Y | +12.0% | -2.8% | +14.8% | +11.8% |
| 3Y | +78.2% | +63.4% | +14.8% | +48.4% |
| 5Y | +73.2% | -10.9% | +84.1% | +73.2% |
| All | +73.2% | -10.9% | +84.2% | +73.2% |
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