+172.8%
W vs ALLY
+61.3%
+111.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.6% | +3.6% |
| 7D | +3.3% | -0.2% | +3.5% | +3.9% |
| 30D | +10.5% | +3.4% | +7.1% | +7.2% |
| 3M | +9.6% | -11.1% | +20.7% | +22.9% |
| 6M | +76.4% | -11.5% | +87.9% | +101.9% |
| YTD | +16.4% | -12.3% | +28.7% | +33.2% |
| 1Y | +9.3% | +1.1% | +8.2% | +7.9% |
| 3Y | +172.8% | +64.8% | +108.0% | +52.1% |
| All | +172.8% | +61.3% | +111.5% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling