+668.3%
AU vs ALLY
+190.4%
+477.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | -7.0% | -3.3% | -3.7% | -6.6% |
| 30D | +7.3% | -4.1% | +11.3% | +7.7% |
| 3M | +33.2% | +1.4% | +31.8% | +32.9% |
| 6M | -0.6% | +14.4% | -15.0% | -1.9% |
| YTD | +26.2% | -4.9% | +31.1% | +26.6% |
| 1Y | +68.3% | +5.5% | +62.7% | +67.0% |
| 3Y | +592.1% | +66.0% | +526.1% | +553.1% |
| 5Y | +685.3% | -2.4% | +687.6% | +652.9% |
| All | +668.3% | +190.4% | +477.9% | +581.6% |
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