+337.2%
IR vs ALLY
+166.8%
+170.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +4.3% | -2.1% | +6.4% | +5.2% |
| 30D | +8.1% | +2.0% | +6.1% | +6.9% |
| 3M | +0.7% | -13.3% | +14.0% | +7.0% |
| 6M | +16.6% | -9.9% | +26.5% | +21.8% |
| YTD | +7.8% | -13.5% | +21.3% | +14.3% |
| 1Y | +9.9% | -2.8% | +12.7% | +10.7% |
| 3Y | +25.2% | +63.4% | -38.2% | -3.1% |
| 5Y | +46.8% | -10.9% | +57.7% | +42.5% |
| All | +337.2% | +166.8% | +170.5% | +128.8% |
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