-49.3%
COMP vs ALLY
+0.7%
-50.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.7% | +12.4% | +12.2% |
| 7D | +13.4% | +0.9% | +12.5% | +12.7% |
| 30D | +11.1% | +3.1% | +8.0% | +8.6% |
| 3M | -18.8% | -12.6% | -6.3% | -8.7% |
| 6M | +10.5% | -12.4% | +22.9% | +25.0% |
| YTD | -3.4% | -13.2% | +9.7% | +10.9% |
| 1Y | +19.7% | +1.8% | +17.9% | +20.0% |
| 3Y | +381.6% | +58.0% | +323.6% | +207.3% |
| 5Y | -17.6% | -8.4% | -9.2% | -26.2% |
| All | -49.3% | +0.7% | -50.0% | -57.5% |
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