+81.0%
F vs ALLY
+201.0%
-120.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +2.9% | +3.4% | -0.6% | +1.0% |
| 3M | -9.5% | -11.1% | +1.6% | -3.8% |
| 6M | +4.0% | -11.5% | +15.5% | +10.2% |
| YTD | -1.3% | -12.3% | +11.1% | +4.6% |
| 1Y | -1.9% | +1.1% | -3.0% | -3.7% |
| 3Y | +53.5% | +64.8% | -11.3% | +10.8% |
| 5Y | -15.1% | -6.9% | -8.3% | -19.5% |
| 10Y | +81.0% | +194.9% | -114.0% | -10.3% |
| All | +81.0% | +201.0% | -120.0% | -10.3% |
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