+200.6%
W vs ALLY
+129.7%
+70.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.3% | -6.9% | -7.3% |
| 7D | -5.6% | -1.1% | -4.5% | -4.6% |
| 30D | +7.5% | +4.2% | +3.3% | +4.7% |
| 3M | +5.4% | -12.4% | +17.8% | +15.8% |
| 6M | +79.4% | -8.7% | +88.1% | +94.1% |
| YTD | +12.9% | -11.6% | +24.6% | +24.4% |
| 1Y | +12.4% | +0.2% | +12.3% | +13.1% |
| 3Y | +128.5% | +57.1% | +71.4% | +74.3% |
| 5Y | -54.0% | -6.8% | -47.1% | -50.9% |
| 10Y | +248.8% | +200.4% | +48.4% | +83.7% |
| All | +200.6% | +129.7% | +70.9% | +62.5% |
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