+218.3%
C vs ALLY
+182.4%
+35.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.7% |
| 7D | -0.4% | -2.8% | +2.3% | +1.2% |
| 30D | -5.3% | +1.9% | -7.2% | -6.4% |
| 3M | -8.0% | -12.1% | +4.1% | -0.9% |
| 6M | -0.3% | -9.0% | +8.7% | +5.0% |
| YTD | +8.6% | -12.9% | +21.6% | +16.9% |
| 1Y | +25.8% | -0.1% | +25.9% | +24.8% |
| 3Y | +221.2% | +64.6% | +156.6% | +127.7% |
| 5Y | +113.6% | -10.1% | +123.6% | +104.9% |
| 10Y | +218.3% | +176.7% | +41.6% | +41.2% |
| All | +218.3% | +182.4% | +35.9% | +41.2% |
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