+313.3%
LOW vs ALLY
+201.0%
+112.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.0% |
| 7D | +6.4% | -0.2% | +6.6% | +6.6% |
| 30D | +25.6% | +3.4% | +22.1% | +24.1% |
| 3M | +4.6% | -11.1% | +15.6% | +9.1% |
| 6M | +2.5% | -11.5% | +14.0% | +6.9% |
| YTD | -1.6% | -12.3% | +10.7% | +2.4% |
| 1Y | +1.7% | +1.1% | +0.6% | +0.4% |
| 3Y | +29.4% | +64.8% | -35.4% | +2.8% |
| 5Y | +9.6% | -6.9% | +16.5% | +3.1% |
| 10Y | +313.3% | +194.9% | +118.4% | +129.6% |
| All | +313.3% | +201.0% | +112.3% | +129.6% |
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