+19.8%
U vs ALLY
+0.1%
+19.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.3% |
| 7D | +16.9% | -2.8% | +19.7% | +18.7% |
| 30D | +6.4% | +1.9% | +4.5% | +4.9% |
| 3M | +13.2% | -12.1% | +25.3% | +21.6% |
| 6M | +84.8% | -9.0% | +93.8% | +93.4% |
| YTD | +12.4% | -12.9% | +25.3% | +22.1% |
| 1Y | +19.8% | -0.1% | +19.9% | +19.5% |
| All | +19.8% | +0.1% | +19.7% | +19.5% |
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