+99.5%
U vs ALLY
+54.4%
+45.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.8% |
| 7D | +36.6% | +0.9% | +35.7% | +35.3% |
| 30D | +13.3% | +3.1% | +10.2% | +10.6% |
| 3M | +26.2% | -12.6% | +38.7% | +38.7% |
| 6M | +88.7% | -12.4% | +101.2% | +106.4% |
| YTD | +16.6% | -13.2% | +29.7% | +28.0% |
| 1Y | +29.0% | +1.8% | +27.1% | +24.7% |
| 3Y | +99.5% | +58.0% | +41.5% | +30.9% |
| All | +99.5% | +54.4% | +45.1% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling