+488.5%
NDAQ vs ALLY
+174.3%
+314.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | +18.0% | +5.2% | +12.7% | +16.4% |
| 3M | +11.5% | -13.3% | +24.8% | +15.6% |
| 6M | +21.1% | -6.7% | +27.7% | +22.9% |
| YTD | +12.8% | -12.8% | +25.6% | +16.1% |
| 1Y | +25.7% | +0.7% | +25.0% | +24.5% |
| 3Y | +116.8% | +65.2% | +51.6% | +83.8% |
| 5Y | +67.3% | -10.1% | +77.4% | +60.7% |
| All | +488.5% | +174.3% | +314.2% | +284.7% |
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