+395.6%
CARR vs ALLY
+289.6%
+106.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.2% | -2.1% | +4.3% | +2.9% |
| 30D | -0.8% | +2.0% | -2.8% | -1.4% |
| 3M | -13.4% | -13.3% | -0.1% | -9.3% |
| 6M | -16.4% | -9.9% | -6.6% | -13.6% |
| YTD | +4.5% | -13.5% | +18.1% | +9.1% |
| 1Y | -1.4% | -2.8% | +1.5% | -0.9% |
| 3Y | +10.0% | +63.4% | -53.4% | -8.1% |
| 5Y | +4.2% | -10.9% | +15.1% | +0.7% |
| All | +395.6% | +289.6% | +106.0% | +252.7% |
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