-65.8%
TEAM vs ALLY
-10.9%
-54.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -16.9% | -2.1% | -14.8% | -15.7% |
| 30D | -26.8% | +2.0% | -28.8% | -27.6% |
| 3M | -1.9% | -13.3% | +11.4% | +6.4% |
| 6M | +79.2% | -9.9% | +89.0% | +88.8% |
| YTD | -6.1% | -13.5% | +7.5% | +0.3% |
| 1Y | -2.1% | -2.8% | +0.7% | -2.7% |
| 3Y | -13.6% | +63.4% | -77.0% | -41.4% |
| 5Y | -65.8% | -10.9% | -54.9% | -65.8% |
| All | -65.8% | -10.9% | -54.9% | -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 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