+99.7%
ADM vs ALLY
+189.4%
-89.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -9.0% | +0.9% | -9.9% | -9.2% |
| 30D | -14.0% | +3.1% | -17.1% | -14.7% |
| 3M | -9.2% | -12.6% | +3.4% | -6.2% |
| 6M | -9.2% | -12.4% | +3.3% | -6.7% |
| YTD | +24.2% | -13.2% | +37.4% | +27.1% |
| 1Y | +27.0% | +1.8% | +25.1% | +24.3% |
| 3Y | +6.6% | +58.0% | -51.4% | -10.7% |
| 5Y | +25.0% | -8.4% | +33.4% | +18.0% |
| All | +99.7% | +189.4% | -89.7% | +39.9% |
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