+141.5%
T vs ALLY
+124.8%
+16.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | +3.7% | -4.9% | -2.0% |
| 30D | +11.4% | -2.3% | +13.6% | +11.8% |
| 3M | +14.3% | +3.8% | +10.5% | +13.2% |
| 6M | -9.3% | +9.7% | -19.0% | -11.4% |
| YTD | +7.1% | -1.4% | +8.5% | +6.6% |
| 1Y | -9.1% | +8.2% | -17.3% | -11.5% |
| 3Y | +105.3% | +66.5% | +38.9% | +75.7% |
| 5Y | +66.8% | +1.2% | +65.6% | +55.3% |
| 10Y | +66.8% | +191.4% | -124.6% | +14.7% |
| All | +141.5% | +124.8% | +16.7% | +65.8% |
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 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