+191.9%
ALLY vs FIVE
+478.4%
-286.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.5% |
| 7D | +3.7% | +4.3% | -0.6% | +2.1% |
| 30D | -2.3% | +12.5% | -14.8% | -6.6% |
| 3M | +3.8% | +31.2% | -27.4% | -6.4% |
| 6M | +9.7% | +14.4% | -4.7% | +2.7% |
| YTD | -1.4% | +33.9% | -35.3% | -13.0% |
| 1Y | +8.2% | +65.1% | -56.8% | -12.0% |
| 3Y | +66.5% | +49.0% | +17.5% | +29.2% |
| 5Y | +1.2% | +30.3% | -29.1% | -21.1% |
| All | +191.9% | +478.4% | -286.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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