+182.3%
ALLY vs MKTX
+5.1%
+177.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -4.1% | +0.8% | -4.9% | -4.2% |
| 3M | +1.4% | +41.1% | -39.7% | -6.0% |
| 6M | +14.4% | -9.5% | +23.9% | +15.9% |
| YTD | -4.9% | -8.7% | +3.8% | -4.1% |
| 1Y | +5.5% | -10.0% | +15.5% | +6.6% |
| 3Y | +66.0% | -24.6% | +90.7% | +69.2% |
| 5Y | -2.4% | -60.3% | +57.9% | +12.0% |
| All | +182.3% | +5.1% | +177.2% | +133.2% |
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