+57.5%
AG vs ALLY
+178.4%
-120.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.3% |
| 7D | +4.5% | +1.0% | +3.5% | +4.3% |
| 30D | +12.9% | -3.3% | +16.2% | +13.7% |
| 3M | +20.9% | +0.5% | +20.5% | +20.9% |
| 6M | -19.5% | +12.6% | -32.1% | -21.6% |
| YTD | +24.8% | -4.7% | +29.5% | +25.8% |
| 1Y | +120.2% | +5.2% | +115.0% | +116.8% |
| 3Y | +279.0% | +66.5% | +212.5% | +233.5% |
| 5Y | +67.9% | +0.2% | +67.7% | +59.2% |
| 10Y | +57.5% | +180.8% | -123.3% | +18.4% |
| All | +57.5% | +178.4% | -120.9% | +18.4% |
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