+368.4%
ALL vs ALLY
+182.8%
+185.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.5% |
| 7D | -0.1% | -0.7% | +0.5% | 0.0% |
| 30D | +13.8% | +1.1% | +12.7% | +13.4% |
| 3M | -2.8% | -13.2% | +10.4% | +1.1% |
| 6M | +23.7% | -13.5% | +37.1% | +28.0% |
| YTD | +27.3% | -14.3% | +41.6% | +31.5% |
| 1Y | +30.5% | -1.1% | +31.7% | +29.1% |
| 3Y | +113.0% | +62.0% | +51.0% | +72.8% |
| 5Y | +157.6% | -9.6% | +167.2% | +142.9% |
| 10Y | +368.4% | +176.0% | +192.4% | +182.2% |
| All | +368.4% | +182.8% | +185.6% | +182.2% |
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