+176.0%
ALLY vs USFR
+28.5%
+147.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -0.7% | +0.1% | -0.7% | -0.8% |
| 30D | +1.1% | +0.4% | +0.7% | +0.5% |
| 3M | -13.2% | +1.1% | -14.2% | -14.7% |
| 6M | -13.5% | +2.1% | -15.5% | -16.5% |
| YTD | -14.3% | +3.4% | -17.7% | -19.5% |
| 1Y | -1.1% | +4.1% | -5.2% | -8.3% |
| 3Y | +62.0% | +14.4% | +47.6% | +23.0% |
| 5Y | -9.6% | +21.4% | -31.0% | -41.0% |
| 10Y | +176.0% | +28.5% | +147.4% | +52.0% |
| All | +176.0% | +28.5% | +147.4% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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