-42.4%
TECH vs ALLY
+1.6%
-44.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +0.1% | +3.7% | -3.6% | -1.3% |
| 30D | +0.7% | -2.3% | +3.0% | +1.5% |
| 3M | +36.3% | +3.8% | +32.5% | +34.2% |
| 6M | +25.6% | +9.7% | +15.9% | +20.6% |
| YTD | +23.7% | -1.4% | +25.1% | +23.7% |
| 1Y | +37.6% | +8.2% | +29.4% | +32.3% |
| 3Y | -6.6% | +66.5% | -73.1% | -24.5% |
| All | -42.4% | +1.6% | -44.0% | -47.4% |
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