+65.7%
AG vs ALLY
+174.3%
-108.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -10.0% | +0.4% | -10.3% | -10.0% |
| 30D | -10.5% | +5.2% | -15.7% | -11.4% |
| 3M | -27.3% | -13.3% | -13.9% | -24.9% |
| 6M | -43.0% | -6.7% | -36.3% | -42.0% |
| YTD | -17.9% | -12.8% | -5.1% | -15.5% |
| 1Y | +11.9% | +0.7% | +11.2% | +11.9% |
| 3Y | +201.8% | +65.2% | +136.6% | +167.8% |
| 5Y | -0.1% | -10.1% | +10.1% | -2.7% |
| All | +65.7% | +174.3% | -108.6% | +38.5% |
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