-4.6%
DOW vs ALLY
+78.2%
-82.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.6% |
| 7D | -6.8% | -0.7% | -6.2% | -6.7% |
| 30D | +10.8% | +1.1% | +9.6% | +9.8% |
| 3M | +4.1% | -13.2% | +17.3% | +10.0% |
| 6M | -12.7% | -13.5% | +0.7% | -8.7% |
| YTD | +39.2% | -14.3% | +53.5% | +44.0% |
| 1Y | +49.5% | -1.1% | +50.6% | +44.6% |
| 3Y | -24.4% | +62.0% | -86.4% | -43.6% |
| 5Y | -29.6% | -9.6% | -19.9% | -34.4% |
| All | -4.6% | +78.2% | -82.9% | -43.5% |
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