+323.8%
A vs ALLY
+201.0%
+122.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | +5.6% | +3.4% | +2.2% | +4.6% |
| 3M | +23.6% | -11.1% | +34.7% | +27.5% |
| 6M | +56.4% | -11.5% | +67.9% | +61.2% |
| YTD | +33.4% | -12.3% | +45.7% | +37.5% |
| 1Y | +23.7% | +1.1% | +22.6% | +22.4% |
| 3Y | +71.0% | +64.8% | +6.2% | +44.9% |
| 5Y | +16.8% | -6.9% | +23.7% | +11.4% |
| 10Y | +323.8% | +194.9% | +128.8% | +203.9% |
| All | +323.8% | +201.0% | +122.8% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling