+643.3%
V vs ALLY
+124.8%
+518.5%
-36.4%
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% | -1.1% |
| 7D | -1.7% | +3.7% | -5.4% | -2.8% |
| 30D | +2.0% | -2.3% | +4.2% | +2.6% |
| 3M | +17.4% | +3.8% | +13.5% | +15.8% |
| 6M | +17.5% | +9.7% | +7.8% | +13.5% |
| YTD | +7.6% | -1.4% | +9.0% | +7.2% |
| 1Y | +7.7% | +8.2% | -0.5% | +4.0% |
| 3Y | +54.7% | +66.5% | -11.8% | +25.7% |
| 5Y | +73.0% | +1.2% | +71.8% | +59.3% |
| 10Y | +390.9% | +191.4% | +199.4% | +190.8% |
| All | +643.3% | +124.8% | +518.5% | +362.3% |
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 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