+248.5%
ALAB vs ALLY
+8.4%
+240.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.0% |
| 7D | -7.5% | -0.7% | -6.8% | -7.1% |
| 30D | -36.8% | +1.1% | -38.0% | -37.4% |
| 3M | -31.9% | -13.2% | -18.7% | -26.0% |
| 6M | +8.2% | -13.5% | +21.7% | +17.7% |
| YTD | +29.9% | -14.3% | +44.2% | +40.7% |
| 1Y | +24.4% | -1.1% | +25.6% | +23.1% |
| All | +248.5% | +8.4% | +240.1% | +222.0% |
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