+72.6%
XYZ vs ALLY
+54.4%
+18.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.7% |
| 7D | +12.1% | +0.9% | +11.2% | +11.8% |
| 30D | +12.4% | +3.1% | +9.3% | +10.6% |
| 3M | +8.2% | -12.6% | +20.7% | +17.4% |
| 6M | +20.7% | -12.4% | +33.1% | +30.8% |
| YTD | +31.3% | -13.2% | +44.5% | +42.3% |
| 1Y | +20.5% | +1.8% | +18.7% | +18.5% |
| 3Y | +72.6% | +58.0% | +14.6% | +36.7% |
| All | +72.6% | +54.4% | +18.3% | +36.7% |
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