+167.2%
ALLY vs ALM
+2,100.8%
-1,933.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.5% |
| 7D | +0.4% | +1.2% | -0.9% | +0.3% |
| 30D | +5.2% | -19.3% | +24.6% | +6.0% |
| 3M | -13.3% | -40.6% | +27.3% | -12.0% |
| 6M | -6.7% | -57.9% | +51.3% | -4.4% |
| YTD | -12.8% | -6.7% | -6.1% | -13.6% |
| 1Y | +0.7% | +20.2% | -19.5% | -1.3% |
| 3Y | +65.2% | +879.4% | -814.2% | +48.2% |
| 5Y | -10.1% | +415.3% | -425.4% | -18.7% |
| All | +167.2% | +2,100.8% | -1,933.6% | +140.4% |
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