+737.5%
V vs ALLY
+101.5%
+636.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | +2.9% | -1.1% | +4.1% | +3.3% |
| 30D | +14.0% | +4.2% | +9.8% | +12.6% |
| 3M | +14.9% | -12.4% | +27.3% | +19.4% |
| 6M | +31.7% | -8.7% | +40.4% | +34.9% |
| YTD | +21.2% | -11.6% | +32.9% | +24.8% |
| 1Y | +25.3% | +0.2% | +25.1% | +24.0% |
| 3Y | +77.5% | +57.1% | +20.4% | +47.0% |
| 5Y | +102.6% | -6.8% | +109.4% | +91.3% |
| 10Y | +464.3% | +200.4% | +264.0% | +232.4% |
| All | +737.5% | +101.5% | +636.0% | +438.1% |
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