+54.2%
AR vs ALLY
+172.1%
-117.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +6.4% | -2.1% | +8.5% | +7.5% |
| 30D | +3.1% | +2.0% | +1.1% | +1.6% |
| 3M | +3.3% | -13.3% | +16.6% | +10.3% |
| 6M | +6.6% | -9.9% | +16.4% | +10.1% |
| YTD | +12.3% | -13.5% | +25.9% | +16.4% |
| 1Y | +12.3% | -2.8% | +15.1% | +9.0% |
| 3Y | +50.4% | +63.4% | -13.0% | +3.0% |
| 5Y | +101.0% | -10.9% | +111.9% | +83.3% |
| All | +54.2% | +172.1% | -117.8% | -28.4% |
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