+316.8%
ADP vs ALLY
+189.4%
+127.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +3.2% | +0.9% | +2.3% | +3.0% |
| 30D | +14.9% | +3.1% | +11.8% | +13.9% |
| 3M | +11.6% | -12.6% | +24.2% | +15.6% |
| 6M | +48.5% | -12.4% | +60.9% | +53.2% |
| YTD | +20.6% | -13.2% | +33.7% | +24.2% |
| 1Y | +23.7% | +1.8% | +21.9% | +21.6% |
| 3Y | +47.8% | +58.0% | -10.2% | +22.9% |
| 5Y | +47.7% | -8.4% | +56.1% | +39.6% |
| All | +316.8% | +189.4% | +127.5% | +158.6% |
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