-77.0%
CAPR vs ALLY
+193.4%
-270.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -2.0% | +3.7% | -5.7% | -4.1% |
| 30D | +139.2% | -2.3% | +141.4% | +141.8% |
| 3M | -66.4% | +3.8% | -70.2% | -68.2% |
| 6M | -63.1% | +9.7% | -72.8% | -66.5% |
| YTD | -67.4% | -1.4% | -66.0% | -68.6% |
| 1Y | +58.2% | +8.2% | +50.0% | +43.0% |
| 3Y | +42.2% | +66.5% | -24.3% | -6.1% |
| 5Y | +87.3% | +1.2% | +86.0% | +55.5% |
| All | -77.0% | +193.4% | -270.4% | -94.3% |
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