+312.3%
A vs ALLY
+182.4%
+130.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.0% |
| 7D | -0.1% | -2.8% | +2.6% | +0.7% |
| 30D | +3.3% | +1.9% | +1.4% | +2.7% |
| 3M | +18.5% | -12.1% | +30.7% | +22.7% |
| 6M | +59.3% | -9.0% | +68.3% | +62.9% |
| YTD | +31.0% | -12.9% | +43.9% | +35.3% |
| 1Y | +19.3% | -0.1% | +19.4% | +18.5% |
| 3Y | +66.8% | +64.6% | +2.2% | +41.4% |
| 5Y | +15.5% | -10.1% | +25.6% | +11.1% |
| 10Y | +312.3% | +176.7% | +135.7% | +201.7% |
| All | +312.3% | +182.4% | +130.0% | +201.7% |
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 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