+379.6%
META vs ALLY
+191.1%
+188.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +3.7% | +3.0% | +5.5% |
| 30D | +4.8% | -2.3% | +7.0% | +5.5% |
| 3M | -1.6% | +3.8% | -5.5% | -2.9% |
| 6M | -7.5% | +9.7% | -17.2% | -10.6% |
| YTD | -6.4% | -1.4% | -5.0% | -6.5% |
| 1Y | -17.3% | +8.2% | -25.6% | -20.2% |
| 3Y | +109.9% | +66.5% | +43.5% | +70.4% |
| 5Y | +65.4% | +1.2% | +64.2% | +52.9% |
| All | +379.6% | +191.1% | +188.5% | +246.8% |
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