+3,653.2%
FIX vs ALLY
+189.4%
+3,463.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.2% |
| 7D | -17.5% | +0.9% | -18.4% | -18.1% |
| 30D | -41.6% | +3.1% | -44.7% | -42.7% |
| 3M | -40.6% | -12.6% | -28.0% | -37.4% |
| 6M | -49.4% | -12.4% | -36.9% | -46.7% |
| YTD | +9.2% | -13.2% | +22.3% | +14.7% |
| 1Y | +6.5% | +1.8% | +4.6% | +4.3% |
| 3Y | +448.7% | +58.0% | +390.8% | +333.2% |
| 5Y | +948.7% | -8.4% | +957.1% | +901.6% |
| All | +3,653.2% | +189.4% | +3,463.8% | +1,797.4% |
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