-65.3%
TEAM vs ALLY
-9.5%
-55.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.7% | -14.5% | -15.2% |
| 7D | -19.8% | +0.9% | -20.8% | -20.2% |
| 30D | -21.5% | +3.1% | -24.6% | -22.8% |
| 3M | +39.5% | -12.6% | +52.1% | +50.3% |
| 6M | +73.1% | -12.4% | +85.5% | +85.3% |
| YTD | -5.2% | -13.2% | +7.9% | +0.9% |
| 1Y | -1.6% | +1.8% | -3.4% | -5.0% |
| 3Y | -11.4% | +58.0% | -69.4% | -38.6% |
| All | -65.3% | -9.5% | -55.8% | -65.9% |
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