-24.7%
U vs ALLY
+78.3%
-103.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.9% |
| 6M | +88.7% | -12.4% | +101.2% | +106.7% |
| YTD | +16.6% | -13.2% | +29.7% | +28.0% |
| 1Y | +29.0% | +1.8% | +27.1% | +25.1% |
| 3Y | +99.5% | +58.0% | +41.5% | +35.9% |
| 5Y | -66.1% | -8.4% | -57.7% | -69.3% |
| All | -24.7% | +78.3% | -103.0% | -23.0% |
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