-28.6%
U vs ALLY
+81.4%
-110.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -1.3% | +16.3% | +15.9% |
| 7D | +24.3% | -1.1% | +25.4% | +25.2% |
| 30D | +8.6% | +4.2% | +4.4% | +5.2% |
| 3M | +37.6% | -12.4% | +50.0% | +51.1% |
| 6M | +78.5% | -8.7% | +87.2% | +89.4% |
| YTD | +10.5% | -11.6% | +22.1% | +19.8% |
| 1Y | +15.2% | +0.2% | +15.0% | +13.4% |
| 3Y | +76.6% | +57.1% | +19.5% | +21.0% |
| 5Y | -67.9% | -6.8% | -61.0% | -71.2% |
| All | -28.6% | +81.4% | -110.0% | -27.9% |
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 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