+404.3%
META vs ALLY
+189.4%
+214.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -15.4% | +3.1% | -18.5% | -16.3% |
| 3M | +3.5% | -12.6% | +16.1% | +8.0% |
| 6M | -0.3% | -12.4% | +12.2% | +3.8% |
| YTD | -7.3% | -13.2% | +5.8% | -3.6% |
| 1Y | -1.1% | +1.8% | -2.9% | -2.5% |
| 3Y | +95.1% | +58.0% | +37.1% | +61.5% |
| 5Y | +80.6% | -8.4% | +89.0% | +72.9% |
| All | +404.3% | +189.4% | +214.9% | +295.3% |
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