+165.1%
ALLY vs FIVE
+505.3%
-340.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -2.1% | +2.4% | -4.6% | -3.0% |
| 30D | +2.0% | +15.8% | -13.8% | -3.3% |
| 3M | -13.3% | +3.8% | -17.1% | -15.0% |
| 6M | -9.9% | +18.5% | -28.4% | -16.7% |
| YTD | -13.5% | +31.2% | -44.8% | -23.5% |
| 1Y | -2.8% | +61.8% | -64.6% | -20.3% |
| 3Y | +63.4% | +39.9% | +23.5% | +29.8% |
| 5Y | -10.9% | +18.3% | -29.2% | -27.5% |
| All | +165.1% | +505.3% | -340.3% | +27.3% |
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