+189.7%
ALLY vs ALM
+2,022.9%
-1,833.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | +0.9% | -6.7% | +7.6% | +1.2% |
| 30D | +3.1% | -32.9% | +36.0% | +4.5% |
| 3M | -12.6% | -39.5% | +26.9% | -11.3% |
| 6M | -12.4% | -62.0% | +49.5% | -10.0% |
| YTD | -13.2% | -7.8% | -5.3% | -13.9% |
| 1Y | +1.8% | +26.7% | -24.9% | -0.3% |
| 3Y | +58.0% | +825.4% | -767.4% | +42.3% |
| 5Y | -8.4% | +401.2% | -409.7% | -17.0% |
| All | +189.7% | +2,022.9% | -1,833.2% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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