+98.5%
DD vs ALLY
+201.0%
-102.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +4.9% | +5.5% |
| 7D | +9.8% | -0.2% | +10.0% | +9.8% |
| 30D | +19.3% | +3.4% | +15.9% | +17.4% |
| 3M | +9.4% | -11.1% | +20.4% | +14.8% |
| 6M | +4.8% | -11.5% | +16.3% | +9.8% |
| YTD | +30.2% | -12.3% | +42.6% | +36.4% |
| 1Y | +32.2% | +1.1% | +31.1% | +29.8% |
| 3Y | +93.1% | +64.8% | +28.3% | +47.2% |
| 5Y | +68.0% | -6.9% | +74.9% | +58.8% |
| 10Y | +98.5% | +194.9% | -96.5% | +13.5% |
| All | +98.5% | +201.0% | -102.6% | +13.5% |
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