+107.7%
T vs ALLY
+63.1%
+44.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | +3.7% | -4.9% | -1.4% |
| 30D | +11.4% | -2.3% | +13.6% | +11.4% |
| 3M | +14.3% | +3.8% | +10.5% | +14.2% |
| 6M | -9.3% | +9.7% | -19.0% | -9.5% |
| YTD | +7.1% | -1.4% | +8.5% | +7.3% |
| 1Y | -9.1% | +8.2% | -17.3% | -9.4% |
| All | +107.7% | +63.1% | +44.6% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling