-69.4%
CAPR vs ALLY
+174.3%
-243.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.4% |
| 7D | +5.9% | +0.4% | +5.5% | +6.0% |
| 30D | +44.6% | +5.2% | +39.4% | +41.1% |
| 3M | +126.4% | -13.3% | +139.7% | +146.2% |
| 6M | -68.6% | -6.7% | -61.9% | -68.3% |
| YTD | -67.0% | -12.8% | -54.1% | -65.7% |
| 1Y | +65.2% | +0.7% | +64.5% | +57.7% |
| 3Y | +235.6% | +65.2% | +170.4% | +124.4% |
| 5Y | +175.4% | -10.1% | +185.6% | +149.3% |
| All | -69.4% | +174.3% | -243.6% | -92.9% |
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