+609.0%
COST vs ALLY
+178.1%
+430.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.7% |
| 7D | -2.8% | -1.9% | -0.8% | -2.5% |
| 30D | -5.3% | -4.5% | -0.8% | -4.7% |
| 3M | -6.7% | -2.8% | -3.8% | -6.4% |
| 6M | -9.9% | +10.3% | -20.3% | -11.5% |
| YTD | +5.1% | -5.7% | +10.8% | +5.4% |
| 1Y | -7.3% | +3.9% | -11.2% | -8.5% |
| 3Y | +70.4% | +64.7% | +5.7% | +54.0% |
| 5Y | +104.4% | -2.6% | +107.0% | +94.4% |
| 10Y | +609.0% | +186.0% | +423.0% | +475.3% |
| All | +609.0% | +178.1% | +430.9% | +475.3% |
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