+57.6%
T vs ALLY
-8.7%
+66.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +2.0% | -2.8% | +4.7% | +2.3% |
| 30D | -1.0% | +1.9% | -2.9% | -1.3% |
| 3M | -8.1% | -12.1% | +4.0% | -6.7% |
| 6M | -8.3% | -9.0% | +0.7% | -7.4% |
| YTD | -6.1% | -12.9% | +6.8% | -4.9% |
| 1Y | -7.4% | -0.1% | -7.3% | -8.1% |
| 3Y | +65.4% | +64.6% | +0.9% | +45.9% |
| 5Y | +57.6% | -10.1% | +67.7% | +55.1% |
| All | +57.6% | -8.7% | +66.3% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling