-7.1%
M vs ALLY
+182.4%
-189.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -2.0% |
| 7D | -3.3% | -2.8% | -0.5% | -1.4% |
| 30D | +8.1% | +1.9% | +6.2% | +7.0% |
| 3M | +2.2% | -12.1% | +14.3% | +11.3% |
| 6M | +35.1% | -9.0% | +44.1% | +43.4% |
| YTD | +15.8% | -12.9% | +28.8% | +25.7% |
| 1Y | +25.8% | -0.1% | +25.9% | +24.5% |
| 3Y | +156.2% | +64.6% | +91.7% | +70.4% |
| 5Y | -2.4% | -10.1% | +7.7% | -3.3% |
| 10Y | -7.1% | +176.7% | -183.8% | -60.8% |
| All | -7.1% | +182.4% | -189.5% | -60.8% |
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