+105.8%
T vs ALLY
+98.1%
+7.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | -10.6% | +3.1% | -13.7% | -11.2% |
| 3M | -7.7% | -12.6% | +4.8% | -5.4% |
| 6M | -13.3% | -12.4% | -0.9% | -11.3% |
| YTD | -8.8% | -13.2% | +4.4% | -6.9% |
| 1Y | -8.4% | +1.8% | -10.2% | -9.7% |
| 3Y | +59.6% | +58.0% | +1.7% | +37.9% |
| 5Y | +52.1% | -8.4% | +60.5% | +44.4% |
| 10Y | +56.9% | +195.3% | -138.4% | +8.7% |
| All | +105.8% | +98.1% | +7.7% | +44.7% |
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