+72.2%
V vs ALLY
+1.6%
+70.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | +3.7% | -5.4% | -2.6% |
| 30D | +2.0% | -2.3% | +4.2% | +2.5% |
| 3M | +17.4% | +3.8% | +13.5% | +16.0% |
| 6M | +17.5% | +9.7% | +7.8% | +14.1% |
| YTD | +7.6% | -1.4% | +9.0% | +7.3% |
| 1Y | +7.7% | +8.2% | -0.5% | +4.7% |
| 3Y | +54.7% | +66.5% | -11.8% | +29.8% |
| All | +72.2% | +1.6% | +70.6% | +67.5% |
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