+18.4%
U vs ALLY
+4.2%
+14.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +2.4% |
| 7D | +7.5% | +2.4% | +5.1% | +5.8% |
| 30D | -7.0% | +5.6% | -12.6% | -10.2% |
| 3M | +20.6% | -11.7% | +32.3% | +29.9% |
| 6M | +53.2% | -7.0% | +60.2% | +59.2% |
| YTD | -3.9% | -10.4% | +6.6% | +4.0% |
| 1Y | +18.4% | +2.4% | +16.0% | +12.2% |
| All | +18.4% | +4.2% | +14.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling