+202.8%
TER vs ALLY
+1.6%
+201.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | +3.7% | -3.1% | -1.2% |
| 30D | -8.3% | -2.3% | -6.0% | -7.3% |
| 3M | -12.2% | +3.8% | -16.0% | -13.8% |
| 6M | +17.1% | +9.7% | +7.4% | +12.0% |
| YTD | +84.7% | -1.4% | +86.1% | +85.5% |
| 1Y | +199.9% | +8.2% | +191.7% | +186.4% |
| 3Y | +232.8% | +66.5% | +166.3% | +151.7% |
| All | +202.8% | +1.6% | +201.3% | +180.4% |
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