-8.4%
T vs ALLY
-1.7%
-6.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | +1.0% | +0.9% | +0.1% | +1.1% |
| 30D | -10.6% | +3.1% | -13.7% | -10.5% |
| 3M | -7.7% | -12.6% | +4.8% | -8.5% |
| 6M | -13.3% | -12.4% | -0.9% | -13.8% |
| YTD | -8.8% | -13.2% | +4.4% | -8.6% |
| 1Y | -8.4% | +1.8% | -10.2% | -8.8% |
| All | -8.4% | -1.7% | -6.7% | -8.8% |
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