-74.5%
U vs ALLY
-10.9%
-63.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | +2.8% | -2.1% | +5.0% | +4.6% |
| 30D | +7.6% | +2.0% | +5.6% | +5.5% |
| 3M | +12.7% | -13.3% | +26.0% | +26.9% |
| 6M | +87.0% | -9.9% | +96.8% | +101.9% |
| YTD | +13.6% | -13.5% | +27.1% | +26.7% |
| 1Y | +25.3% | -2.8% | +28.1% | +25.4% |
| 3Y | +85.8% | +63.4% | +22.4% | +7.5% |
| 5Y | -74.5% | -10.9% | -63.6% | -73.7% |
| All | -74.5% | -10.9% | -63.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling