+418.2%
SPY vs ALLY
+95.5%
+322.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -3.7% | +1.1% | -4.8% | -4.1% |
| 3M | -2.7% | -13.2% | +10.4% | +1.1% |
| 6M | +2.2% | -13.5% | +15.6% | +6.1% |
| YTD | +10.8% | -14.3% | +25.1% | +14.9% |
| 1Y | +11.2% | -1.1% | +12.4% | +10.5% |
| 3Y | +76.5% | +62.0% | +14.5% | +47.6% |
| 5Y | +72.9% | -9.6% | +82.6% | +65.5% |
| 10Y | +304.8% | +176.0% | +128.9% | +159.2% |
| All | +418.2% | +95.5% | +322.7% | +254.1% |
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