+194.9%
ALLY vs ALM
+2,221.4%
-2,026.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.1% | +0.7% |
| 7D | -0.2% | +0.7% | -1.0% | -0.3% |
| 30D | +3.4% | -26.1% | +29.5% | +4.5% |
| 3M | -11.1% | -38.1% | +27.1% | -9.8% |
| 6M | -11.5% | -55.4% | +43.9% | -9.6% |
| YTD | -12.3% | -0.4% | -11.9% | -13.3% |
| 1Y | +1.1% | +25.4% | -24.2% | -0.9% |
| 3Y | +64.8% | +907.8% | -843.0% | +48.2% |
| 5Y | -6.9% | +440.2% | -447.0% | -15.7% |
| 10Y | +194.9% | +2,031.1% | -1,836.2% | +169.1% |
| All | +194.9% | +2,221.4% | -2,026.5% | +169.1% |
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