+1,105.8%
TER vs ALLY
+101.5%
+1,004.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.3% | -13.9% | -14.6% |
| 7D | -28.2% | -1.1% | -27.0% | -27.9% |
| 30D | -50.6% | +4.2% | -54.7% | -51.6% |
| 3M | -45.3% | -12.4% | -32.9% | -42.3% |
| 6M | -40.4% | -8.7% | -31.7% | -38.2% |
| YTD | +10.0% | -11.6% | +21.7% | +15.7% |
| 1Y | +13.6% | +0.2% | +13.5% | +12.9% |
| 3Y | +145.2% | +57.1% | +88.1% | +94.1% |
| 5Y | +50.4% | -6.8% | +57.2% | +44.9% |
| 10Y | +882.9% | +200.4% | +682.6% | +428.6% |
| All | +1,105.8% | +101.5% | +1,004.3% | +662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling