+3,604.4%
FIX vs ALLY
+172.1%
+3,432.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +17.0% | -2.1% | +19.1% | +18.1% |
| 30D | -30.6% | +2.0% | -32.6% | -31.5% |
| 3M | -35.0% | -13.3% | -21.7% | -31.2% |
| 6M | -44.0% | -9.9% | -34.1% | -41.7% |
| YTD | +21.1% | -13.5% | +34.7% | +27.6% |
| 1Y | +16.3% | -2.8% | +19.1% | +16.4% |
| 3Y | +507.4% | +63.4% | +444.0% | +373.1% |
| 5Y | +1,052.1% | -10.9% | +1,062.9% | +1,015.6% |
| All | +3,604.4% | +172.1% | +3,432.3% | +1,905.3% |
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