+36.3%
ALB vs ALLY
+182.4%
-146.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | +1.1% | -2.8% | +3.8% | +2.4% |
| 30D | -2.6% | +1.9% | -4.5% | -3.6% |
| 3M | -25.6% | -12.1% | -13.4% | -20.9% |
| 6M | -54.0% | -9.0% | -45.0% | -52.3% |
| YTD | -31.6% | -12.9% | -18.7% | -28.3% |
| 1Y | -6.6% | -0.1% | -6.5% | -8.9% |
| 3Y | -14.0% | +64.6% | -78.6% | -35.9% |
| 5Y | -62.5% | -10.1% | -52.5% | -63.8% |
| 10Y | +36.3% | +176.7% | -140.4% | -10.6% |
| All | +36.3% | +182.4% | -146.1% | -10.6% |
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