-39.0%
U vs ALLY
+102.4%
-141.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -3.8% | +3.7% | -7.5% | -6.4% |
| 30D | +17.5% | -2.3% | +19.7% | +19.2% |
| 3M | +38.7% | +3.8% | +34.9% | +34.4% |
| 6M | +104.4% | +9.7% | +94.7% | +87.5% |
| YTD | -5.7% | -1.4% | -4.3% | -5.5% |
| 1Y | +3.7% | +8.2% | -4.6% | -3.4% |
| 3Y | +12.3% | +66.5% | -54.2% | -26.3% |
| 5Y | -68.8% | +1.2% | -70.0% | -74.2% |
| All | -39.0% | +102.4% | -141.5% | -43.1% |
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