+46.3%
LYB vs ALLY
+189.7%
-143.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.3% | -3.8% | +4.1% | +2.1% |
| 30D | +2.5% | -4.9% | +7.4% | +4.7% |
| 3M | +1.4% | -2.6% | +4.0% | +1.9% |
| 6M | -3.5% | +15.7% | -19.2% | -12.9% |
| YTD | +52.0% | -5.2% | +57.1% | +51.0% |
| 1Y | +22.1% | +2.8% | +19.2% | +15.8% |
| 3Y | -22.8% | +63.4% | -86.2% | -45.1% |
| 5Y | -3.4% | -2.6% | -0.8% | -14.5% |
| All | +46.3% | +189.7% | -143.4% | -30.2% |
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