+71.7%
TER vs ALLY
-10.0%
+81.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +14.4% | +0.4% | +14.0% | +14.2% |
| 30D | -30.6% | +5.2% | -35.8% | -32.6% |
| 3M | -39.2% | -13.3% | -25.9% | -35.0% |
| 6M | -31.3% | -6.7% | -24.6% | -29.3% |
| YTD | +29.1% | -12.8% | +41.9% | +37.3% |
| 1Y | +47.4% | +0.7% | +46.8% | +46.0% |
| 3Y | +191.2% | +65.2% | +126.0% | +118.9% |
| All | +71.7% | -10.0% | +81.7% | +81.3% |
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