+174.6%
ARM vs ALLY
+47.2%
+127.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.9% |
| 7D | -15.2% | +0.9% | -16.1% | -16.0% |
| 30D | -40.7% | +3.1% | -43.8% | -42.0% |
| 3M | -39.1% | -12.6% | -26.5% | -33.7% |
| 6M | -26.4% | -12.4% | -14.0% | -20.2% |
| YTD | +59.7% | -13.2% | +72.9% | +73.0% |
| 1Y | +10.3% | +1.8% | +8.5% | +6.3% |
| 3Y | +228.9% | +58.0% | +170.9% | +138.3% |
| All | +174.6% | +47.2% | +127.4% | +118.1% |
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