+72.4%
TER vs ALLY
-6.7%
+79.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.9% | +11.8% | +12.3% |
| 7D | -5.8% | -0.2% | -5.5% | -5.7% |
| 30D | -38.9% | +3.4% | -42.4% | -40.1% |
| 3M | -35.1% | -11.1% | -24.1% | -31.6% |
| 6M | -31.6% | -11.5% | -20.1% | -27.8% |
| YTD | +27.2% | -12.3% | +39.6% | +34.9% |
| 1Y | +35.2% | +1.1% | +34.1% | +33.7% |
| 3Y | +192.8% | +64.8% | +128.0% | +120.4% |
| 5Y | +72.4% | -6.9% | +79.3% | +80.6% |
| All | +72.4% | -6.7% | +79.1% | +80.6% |
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