+91.4%
IT vs ALLY
+178.4%
-87.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -6.3% |
| 7D | -9.1% | +1.0% | -10.2% | -9.4% |
| 30D | -7.0% | -3.3% | -3.7% | -6.0% |
| 3M | +7.6% | +0.5% | +7.2% | +7.2% |
| 6M | +2.1% | +12.6% | -10.5% | -2.6% |
| YTD | -31.6% | -4.7% | -26.9% | -31.0% |
| 1Y | -29.9% | +5.2% | -35.1% | -31.9% |
| 3Y | -51.3% | +66.5% | -117.7% | -61.2% |
| 5Y | -44.8% | +0.2% | -45.0% | -49.3% |
| 10Y | +91.4% | +180.8% | -89.4% | +13.7% |
| All | +91.4% | +178.4% | -87.0% | +13.7% |
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