+43.2%
TER vs ALLY
+4.2%
+38.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -8.9% |
| 7D | -19.9% | +2.4% | -22.3% | -21.1% |
| 30D | -43.5% | +5.6% | -49.1% | -45.6% |
| 3M | -37.8% | -11.7% | -26.1% | -32.5% |
| 6M | -25.6% | -7.0% | -18.5% | -22.6% |
| YTD | +29.8% | -10.4% | +40.3% | +38.4% |
| 1Y | +43.2% | +2.4% | +40.8% | +35.0% |
| All | +43.2% | +4.2% | +38.9% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling