+186.7%
B vs ALLY
+189.4%
-2.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +9.6% | +0.9% | +8.7% | +9.5% |
| 30D | +3.5% | +3.1% | +0.4% | +3.3% |
| 3M | -1.6% | -12.6% | +11.0% | -0.4% |
| 6M | -1.7% | -12.4% | +10.8% | -0.6% |
| YTD | -5.3% | -13.2% | +7.8% | -4.3% |
| 1Y | +27.2% | +1.8% | +25.4% | +27.0% |
| 3Y | +166.1% | +58.0% | +108.1% | +155.6% |
| 5Y | +136.5% | -8.4% | +144.9% | +129.6% |
| All | +186.7% | +189.4% | -2.7% | +202.6% |
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