+1,294.3%
TER vs ALLY
+99.9%
+1,194.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.0% |
| 3M | -35.1% | -11.1% | -24.1% | -31.9% |
| 6M | -31.6% | -11.5% | -20.1% | -28.1% |
| YTD | +27.2% | -12.3% | +39.6% | +34.3% |
| 1Y | +35.2% | +1.1% | +34.1% | +33.9% |
| 3Y | +192.8% | +64.8% | +128.0% | +127.0% |
| 5Y | +72.4% | -6.9% | +79.3% | +66.3% |
| 10Y | +1,001.8% | +194.9% | +806.9% | +497.8% |
| All | +1,294.3% | +99.9% | +1,194.4% | +784.6% |
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 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