+430.6%
SPYM vs ALLY
+124.8%
+305.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.1% | +9.7% | +3.3% | +9.6% |
| YTD | +13.6% | -1.4% | +15.0% | +13.3% |
| 1Y | +20.1% | +8.2% | +11.8% | +16.2% |
| 3Y | +77.6% | +66.5% | +11.1% | +47.4% |
| 5Y | +82.5% | +1.2% | +81.3% | +68.9% |
| 10Y | +317.6% | +191.4% | +126.2% | +165.4% |
| All | +430.6% | +124.8% | +305.8% | +250.0% |
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 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