+86.9%
AG vs ALLY
+182.4%
-95.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -4.0% | -2.8% | -1.3% | -3.4% |
| 30D | -13.1% | +1.9% | -15.0% | -13.3% |
| 3M | -22.0% | -12.1% | -9.9% | -19.7% |
| 6M | -37.3% | -9.0% | -28.3% | -35.8% |
| YTD | -11.2% | -12.9% | +1.8% | -8.6% |
| 1Y | +23.9% | -0.1% | +24.0% | +24.1% |
| 3Y | +225.1% | +64.6% | +160.6% | +188.5% |
| 5Y | +7.7% | -10.1% | +17.8% | +4.9% |
| 10Y | +86.9% | +176.7% | -89.8% | +52.0% |
| All | +86.9% | +182.4% | -95.5% | +52.0% |
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