+474.7%
NDAQ vs ALLY
+189.4%
+285.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | +16.5% | +3.1% | +13.4% | +15.6% |
| 3M | +13.5% | -12.6% | +26.1% | +17.4% |
| 6M | +20.9% | -12.4% | +33.4% | +24.8% |
| YTD | +11.4% | -13.2% | +24.6% | +14.8% |
| 1Y | +25.9% | +1.8% | +24.1% | +24.4% |
| 3Y | +119.9% | +58.0% | +61.9% | +88.8% |
| 5Y | +61.7% | -8.4% | +70.2% | +54.6% |
| All | +474.7% | +189.4% | +285.3% | +285.5% |
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