+229.8%
ALNY vs ALLY
+174.3%
+55.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.5% | +5.2% |
| 7D | +5.8% | +0.4% | +5.5% | +5.8% |
| 30D | -26.5% | +5.2% | -31.7% | -27.4% |
| 3M | -27.3% | -13.3% | -14.0% | -25.1% |
| 6M | -43.4% | -6.7% | -36.7% | -42.8% |
| YTD | -58.5% | -12.8% | -45.7% | -57.5% |
| 1Y | -63.6% | +0.7% | -64.3% | -64.0% |
| 3Y | 0.0% | +65.2% | -65.2% | -14.3% |
| 5Y | -3.4% | -10.1% | +6.7% | -8.1% |
| All | +229.8% | +174.3% | +55.5% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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