+302.3%
CAH vs ALLY
+178.1%
+124.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | -2.2% | -1.9% | -0.3% | -1.9% |
| 30D | +1.2% | -4.5% | +5.7% | +2.1% |
| 3M | +13.1% | -2.8% | +15.9% | +13.6% |
| 6M | +8.5% | +10.3% | -1.9% | +6.0% |
| YTD | +17.6% | -5.7% | +23.3% | +18.2% |
| 1Y | +60.7% | +3.9% | +56.7% | +57.8% |
| 3Y | +183.2% | +64.7% | +118.5% | +142.9% |
| 5Y | +402.2% | -2.6% | +404.8% | +376.3% |
| 10Y | +302.3% | +186.0% | +116.3% | +149.0% |
| All | +302.3% | +178.1% | +124.3% | +149.0% |
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