+408.1%
CAH vs ALLY
+182.8%
+225.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | +9.4% | -0.7% | +10.1% | +9.5% |
| 30D | +16.5% | +1.1% | +15.4% | +16.2% |
| 3M | +17.0% | -13.2% | +30.2% | +20.0% |
| 6M | +51.4% | -13.5% | +64.9% | +55.2% |
| YTD | +36.0% | -14.3% | +50.3% | +39.0% |
| 1Y | +36.0% | -1.1% | +37.2% | +35.1% |
| 3Y | +177.5% | +62.0% | +115.5% | +139.0% |
| 5Y | +509.2% | -9.6% | +518.8% | +486.6% |
| 10Y | +408.1% | +176.0% | +232.2% | +243.9% |
| All | +408.1% | +182.8% | +225.3% | +243.9% |
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