+208.8%
C vs ALLY
+182.8%
+26.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +1.6% |
| 7D | -0.4% | -0.7% | +0.3% | 0.0% |
| 30D | -5.2% | +1.1% | -6.3% | -5.9% |
| 3M | -9.1% | -13.2% | +4.1% | -1.4% |
| 6M | -1.6% | -13.5% | +11.9% | +6.6% |
| YTD | +6.9% | -14.3% | +21.2% | +16.1% |
| 1Y | +23.0% | -1.1% | +24.1% | +22.7% |
| 3Y | +216.1% | +62.0% | +154.1% | +126.2% |
| 5Y | +112.2% | -9.6% | +121.9% | +102.6% |
| 10Y | +208.8% | +176.0% | +32.8% | +37.0% |
| All | +208.8% | +182.8% | +26.0% | +37.0% |
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