+33.0%
ALB vs ALLY
+182.8%
-149.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.1% |
| 7D | +5.3% | -0.7% | +5.9% | +5.6% |
| 30D | -6.3% | +1.1% | -7.4% | -7.0% |
| 3M | -27.4% | -13.2% | -14.2% | -22.4% |
| 6M | -53.1% | -13.5% | -39.6% | -50.1% |
| YTD | -32.3% | -14.3% | -18.0% | -28.6% |
| 1Y | -7.3% | -1.1% | -6.2% | -9.1% |
| 3Y | -14.9% | +62.0% | -76.9% | -36.1% |
| 5Y | -62.0% | -9.6% | -52.4% | -63.3% |
| 10Y | +33.0% | +176.0% | -142.9% | -10.8% |
| All | +33.0% | +182.8% | -149.8% | -10.8% |
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