+67.3%
F vs ALLY
+174.3%
-107.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | 0.0% | +5.2% | -5.2% | -2.6% |
| 3M | -13.2% | -13.3% | +0.1% | -6.6% |
| 6M | -10.2% | -6.7% | -3.5% | -7.3% |
| YTD | -4.9% | -12.8% | +7.9% | +1.0% |
| 1Y | -6.1% | +0.7% | -6.8% | -7.6% |
| 3Y | +46.0% | +65.2% | -19.2% | +5.2% |
| 5Y | -15.7% | -10.1% | -5.6% | -18.5% |
| All | +67.3% | +174.3% | -107.0% | -16.5% |
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