-5.5%
M vs ALLY
+189.4%
-194.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.5% |
| 7D | -4.3% | +0.9% | -5.2% | -4.7% |
| 30D | +1.3% | +3.1% | -1.8% | -0.5% |
| 3M | -7.4% | -12.6% | +5.2% | +1.2% |
| 6M | +18.3% | -12.4% | +30.8% | +28.9% |
| YTD | +7.6% | -13.2% | +20.7% | +17.0% |
| 1Y | +17.4% | +1.8% | +15.6% | +14.7% |
| 3Y | +108.4% | +58.0% | +50.4% | +42.6% |
| 5Y | -10.6% | -8.4% | -2.2% | -12.6% |
| All | -5.5% | +189.4% | -194.9% | -61.0% |
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