+208.6%
B vs ALLY
+182.8%
+25.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -3.9% | -5.9% |
| 7D | +7.1% | -0.7% | +7.8% | +7.2% |
| 30D | -3.3% | +1.1% | -4.5% | -3.4% |
| 3M | -2.5% | -13.2% | +10.6% | -1.3% |
| 6M | -7.2% | -13.5% | +6.2% | -6.1% |
| YTD | -7.4% | -14.3% | +6.9% | -6.2% |
| 1Y | +16.4% | -1.1% | +17.6% | +16.6% |
| 3Y | +178.7% | +62.0% | +116.7% | +167.0% |
| 5Y | +121.7% | -9.6% | +131.3% | +115.5% |
| 10Y | +208.6% | +176.0% | +32.7% | +208.7% |
| All | +208.6% | +182.8% | +25.8% | +208.7% |
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