+194.9%
ALLY vs SPY
+315.0%
-120.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | -2.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.6% |
| 30D | +3.4% | -3.3% | +6.8% | +8.1% |
| 3M | -11.1% | -2.4% | -8.6% | -8.3% |
| 6M | -11.5% | +2.6% | -14.1% | -15.1% |
| YTD | -12.3% | +11.2% | -23.6% | -24.9% |
| 1Y | +1.1% | +13.4% | -12.3% | -15.6% |
| 3Y | +64.8% | +79.9% | -15.1% | -28.4% |
| 5Y | -6.9% | +72.2% | -79.0% | -55.8% |
| 10Y | +194.9% | +307.3% | -112.4% | -54.5% |
| All | +194.9% | +315.0% | -120.1% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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