+207.0%
C vs ALLY
+174.3%
+32.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.5% |
| 7D | +4.2% | +0.4% | +3.8% | +3.9% |
| 30D | +2.0% | +5.2% | -3.3% | -1.1% |
| 3M | -10.1% | -13.3% | +3.2% | -2.5% |
| 6M | +1.0% | -6.7% | +7.6% | +4.7% |
| YTD | +8.5% | -12.8% | +21.3% | +16.6% |
| 1Y | +25.7% | +0.7% | +25.0% | +24.1% |
| 3Y | +216.0% | +65.2% | +150.8% | +123.6% |
| 5Y | +112.3% | -10.1% | +122.5% | +103.8% |
| All | +207.0% | +174.3% | +32.8% | +42.2% |
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