+194.9%
ALLY vs COO
+40.7%
+154.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | -0.4% |
| 7D | -0.2% | +4.3% | -4.5% | -2.4% |
| 30D | +3.4% | +17.6% | -14.1% | -5.1% |
| 3M | -11.1% | -13.9% | +2.8% | -5.0% |
| 6M | -11.5% | +6.6% | -18.0% | -16.5% |
| YTD | -12.3% | -22.0% | +9.7% | -1.8% |
| 1Y | +1.1% | -8.8% | +9.9% | +3.6% |
| 3Y | +64.8% | -21.5% | +86.3% | +73.5% |
| 5Y | -6.9% | -41.0% | +34.1% | +14.1% |
| 10Y | +194.9% | +40.9% | +154.1% | +174.1% |
| All | +194.9% | +40.7% | +154.2% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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