+105.5%
V vs ALLY
-6.7%
+112.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +9.5% | +3.4% | +6.1% | +8.6% |
| 3M | +16.7% | -11.1% | +27.7% | +20.1% |
| 6M | +32.9% | -11.5% | +44.4% | +36.7% |
| YTD | +21.1% | -12.3% | +33.4% | +24.4% |
| 1Y | +26.6% | +1.1% | +25.5% | +25.4% |
| 3Y | +78.4% | +64.8% | +13.6% | +50.0% |
| 5Y | +105.5% | -6.9% | +112.3% | +108.3% |
| All | +105.5% | -6.7% | +112.2% | +108.3% |
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