+249.6%
ALAB vs ALLY
+10.9%
+238.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.9% | +12.8% | +13.2% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | -36.6% | +3.4% | -40.1% | -38.0% |
| 3M | -35.1% | -11.1% | -24.0% | -30.5% |
| 6M | +8.5% | -11.5% | +20.0% | +16.5% |
| YTD | +30.4% | -12.3% | +42.7% | +39.3% |
| 1Y | +31.0% | +1.1% | +29.9% | +28.0% |
| All | +249.6% | +10.9% | +238.7% | +218.8% |
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