+607.6%
TEAM vs ALLY
+156.7%
+450.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -3.3% |
| 7D | -22.2% | -0.7% | -21.6% | -22.0% |
| 30D | -28.1% | +1.1% | -29.3% | -28.4% |
| 3M | -2.2% | -13.2% | +11.0% | +2.8% |
| 6M | +62.2% | -13.5% | +75.7% | +70.2% |
| YTD | -8.4% | -14.3% | +5.9% | -4.1% |
| 1Y | -6.6% | -1.1% | -5.5% | -7.2% |
| 3Y | -15.7% | +62.0% | -77.7% | -29.7% |
| 5Y | -65.7% | -9.6% | -56.1% | -67.0% |
| 10Y | +441.0% | +176.0% | +265.0% | +255.2% |
| All | +607.6% | +156.7% | +450.9% | +351.1% |
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 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