+227.1%
LOW vs ALLY
+190.4%
+36.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -2.6% | -3.3% | +0.6% | -1.5% |
| 30D | -11.1% | -4.1% | -7.1% | -9.9% |
| 3M | -8.5% | +1.4% | -9.9% | -9.1% |
| 6M | -20.8% | +14.4% | -35.2% | -24.8% |
| YTD | -17.2% | -4.9% | -12.3% | -16.3% |
| 1Y | -24.7% | +5.5% | -30.3% | -27.1% |
| 3Y | -9.7% | +66.0% | -75.8% | -28.7% |
| 5Y | +6.0% | -2.4% | +8.3% | -2.4% |
| All | +227.1% | +190.4% | +36.7% | +81.8% |
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