+167.2%
ALLY vs MKTX
+12.8%
+154.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.4% | +0.2% | +0.1% | +0.3% |
| 30D | +5.2% | +0.9% | +4.3% | +5.1% |
| 3M | -13.3% | +2.6% | -15.9% | -13.7% |
| 6M | -6.7% | +20.4% | -27.1% | -10.6% |
| YTD | -12.8% | -7.1% | -5.8% | -12.3% |
| 1Y | +0.7% | -2.8% | +3.4% | +0.2% |
| 3Y | +65.2% | -21.7% | +87.0% | +67.8% |
| 5Y | -10.1% | -54.5% | +44.4% | +0.4% |
| All | +167.2% | +12.8% | +154.4% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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