+176.0%
ALLY vs FIVE
+562.8%
-386.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.7% | +7.3% | -8.0% | -3.2% |
| 30D | +1.1% | +18.1% | -16.9% | -4.7% |
| 3M | -13.2% | +7.7% | -20.9% | -16.0% |
| 6M | -13.5% | +13.6% | -27.1% | -18.8% |
| YTD | -14.3% | +34.6% | -48.9% | -24.8% |
| 1Y | -1.1% | +66.2% | -67.4% | -19.7% |
| 3Y | +62.0% | +43.5% | +18.5% | +27.5% |
| 5Y | -9.6% | +20.7% | -30.3% | -27.0% |
| 10Y | +176.0% | +541.5% | -365.5% | +30.5% |
| All | +176.0% | +562.8% | -386.8% | +30.5% |
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