+5,892.0%
FIX vs ALLY
+191.1%
+5,700.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +3.7% | +2.4% | +4.3% |
| 30D | -7.2% | -2.3% | -5.0% | -6.4% |
| 3M | -15.9% | +3.8% | -19.7% | -17.2% |
| 6M | +12.7% | +9.7% | +3.0% | +8.0% |
| YTD | +72.8% | -1.4% | +74.2% | +72.8% |
| 1Y | +122.9% | +8.2% | +114.7% | +113.4% |
| 3Y | +774.3% | +66.5% | +707.8% | +576.6% |
| 5Y | +2,049.5% | +1.2% | +2,048.3% | +1,872.8% |
| All | +5,892.0% | +191.1% | +5,700.8% | +2,919.8% |
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