+176.7%
ALLY vs SPY
+311.8%
-135.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | -0.2% |
| 7D | -2.8% | -0.9% | -1.9% | -1.8% |
| 30D | +1.9% | -2.4% | +4.2% | +5.0% |
| 3M | -12.1% | -1.2% | -11.0% | -11.0% |
| 6M | -9.0% | +3.3% | -12.3% | -13.5% |
| YTD | -12.9% | +12.3% | -25.2% | -26.4% |
| 1Y | -0.1% | +12.4% | -12.5% | -15.6% |
| 3Y | +64.6% | +78.8% | -14.2% | -27.8% |
| 5Y | -10.1% | +75.2% | -85.2% | -58.3% |
| 10Y | +176.7% | +311.1% | -134.4% | -58.3% |
| All | +176.7% | +311.8% | -135.1% | -58.3% |
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