+34.2%
DIS vs ALLY
+189.4%
-155.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +5.2% | +0.9% | +4.3% | +4.9% |
| 30D | +11.5% | +3.1% | +8.4% | +10.1% |
| 3M | +11.5% | -12.6% | +24.1% | +17.1% |
| 6M | +8.9% | -12.4% | +21.3% | +13.8% |
| YTD | +3.4% | -13.2% | +16.6% | +8.0% |
| 1Y | +7.2% | +1.8% | +5.4% | +5.4% |
| 3Y | +43.3% | +58.0% | -14.7% | +14.7% |
| 5Y | -31.4% | -8.4% | -23.0% | -35.0% |
| All | +34.2% | +189.4% | -155.2% | -18.4% |
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