-63.1%
W vs ALLY
+1.6%
-64.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -4.2% | +3.7% | -7.8% | -7.7% |
| 30D | -7.6% | -2.3% | -5.3% | -5.6% |
| 3M | +37.2% | +3.8% | +33.3% | +33.3% |
| 6M | +26.3% | +9.7% | +16.6% | +15.6% |
| YTD | -1.0% | -1.4% | +0.4% | +0.7% |
| 1Y | +20.1% | +8.2% | +11.8% | +9.0% |
| 3Y | +37.8% | +66.5% | -28.7% | -20.3% |
| All | -63.1% | +1.6% | -64.7% | -68.2% |
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