-33.8%
CAG vs ALLY
+178.1%
-211.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -6.6% | -1.9% | -4.7% | -6.5% |
| 30D | +2.3% | -4.5% | +6.8% | +2.7% |
| 3M | +16.3% | -2.8% | +19.1% | +16.5% |
| 6M | -16.0% | +10.3% | -26.4% | -16.9% |
| YTD | -7.7% | -5.7% | -2.0% | -7.5% |
| 1Y | -16.0% | +3.9% | -20.0% | -16.7% |
| 3Y | -37.7% | +64.7% | -102.4% | -41.6% |
| 5Y | -41.2% | -2.6% | -38.6% | -42.7% |
| 10Y | -33.8% | +186.0% | -219.8% | -38.0% |
| All | -33.8% | +178.1% | -211.9% | -38.0% |
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