-9.1%
T vs ALLY
+9.5%
-18.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -1.9% |
| 7D | -1.3% | +3.7% | -4.9% | -1.1% |
| 30D | +11.4% | -2.3% | +13.6% | +11.3% |
| 3M | +14.3% | +3.8% | +10.5% | +14.7% |
| 6M | -9.3% | +9.7% | -19.0% | -8.6% |
| YTD | +7.1% | -1.4% | +8.5% | +8.1% |
| 1Y | -9.1% | +8.2% | -17.3% | -9.2% |
| All | -9.1% | +9.5% | -18.6% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling