+363.8%
ALL vs ALLY
+201.0%
+162.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | +10.6% | +3.4% | +7.2% | +9.5% |
| 3M | -4.6% | -11.1% | +6.5% | -1.4% |
| 6M | +20.2% | -11.5% | +31.7% | +23.7% |
| YTD | +23.7% | -12.3% | +36.0% | +27.0% |
| 1Y | +27.9% | +1.1% | +26.8% | +25.7% |
| 3Y | +109.2% | +64.8% | +44.4% | +68.9% |
| 5Y | +148.0% | -6.9% | +154.9% | +131.8% |
| 10Y | +363.8% | +194.9% | +168.8% | +170.9% |
| All | +363.8% | +201.0% | +162.7% | +170.9% |
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