+293.0%
LOW vs ALLY
+174.3%
+118.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +21.7% | +5.2% | +16.5% | +19.6% |
| 3M | +5.0% | -13.3% | +18.3% | +10.6% |
| 6M | +4.6% | -6.7% | +11.3% | +7.0% |
| YTD | -3.5% | -12.8% | +9.3% | +0.7% |
| 1Y | +0.5% | +0.7% | -0.1% | -0.6% |
| 3Y | +24.8% | +65.2% | -40.4% | -1.0% |
| 5Y | +6.5% | -10.1% | +16.6% | +1.6% |
| All | +293.0% | +174.3% | +118.7% | +128.7% |
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