-66.2%
CAPR vs ALLY
+189.4%
-255.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +5.6% |
| 7D | +41.1% | +0.9% | +40.1% | +40.4% |
| 30D | +11.1% | +3.1% | +8.0% | +9.4% |
| 3M | +115.3% | -12.6% | +127.9% | +132.3% |
| 6M | -73.8% | -12.4% | -61.4% | -72.7% |
| YTD | -68.8% | -13.2% | -55.7% | -67.6% |
| 1Y | +43.3% | +1.8% | +41.5% | +35.4% |
| 3Y | +214.7% | +58.0% | +156.7% | +115.8% |
| 5Y | +141.3% | -8.4% | +149.7% | +114.7% |
| All | -66.2% | +189.4% | -255.5% | -91.8% |
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