+1,923.6%
TER vs ALLY
+124.8%
+1,798.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | +3.7% | -3.1% | -1.1% |
| 30D | -8.3% | -2.3% | -6.0% | -7.3% |
| 3M | -12.2% | +3.8% | -16.0% | -13.7% |
| 6M | +17.1% | +9.7% | +7.4% | +12.4% |
| YTD | +84.7% | -1.4% | +86.1% | +85.7% |
| 1Y | +199.9% | +8.2% | +191.7% | +187.7% |
| 3Y | +232.8% | +66.5% | +166.3% | +156.6% |
| 5Y | +198.6% | +1.2% | +197.4% | +176.9% |
| 10Y | +1,669.7% | +191.4% | +1,478.3% | +864.1% |
| All | +1,923.6% | +124.8% | +1,798.8% | +1,123.1% |
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