+55.5%
AR vs ALLY
+182.4%
-126.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | +2.1% | -2.8% | +4.9% | +3.5% |
| 30D | +4.5% | +1.9% | +2.6% | +3.1% |
| 3M | +1.0% | -12.1% | +13.1% | +7.1% |
| 6M | +4.4% | -9.0% | +13.4% | +7.5% |
| YTD | +10.9% | -12.9% | +23.8% | +14.5% |
| 1Y | +8.6% | -0.1% | +8.6% | +3.8% |
| 3Y | +48.5% | +64.6% | -16.1% | +1.3% |
| 5Y | +95.7% | -10.1% | +105.8% | +77.7% |
| 10Y | +55.5% | +176.7% | -121.2% | -30.3% |
| All | +55.5% | +182.4% | -126.9% | -30.3% |
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