+469.3%
NDAQ vs ALLY
+201.0%
+268.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.0% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +15.9% | +3.4% | +12.4% | +14.8% |
| 3M | +15.1% | -11.1% | +26.1% | +18.6% |
| 6M | +22.9% | -11.5% | +34.4% | +26.4% |
| YTD | +12.8% | -12.3% | +25.2% | +16.0% |
| 1Y | +26.0% | +1.1% | +24.9% | +24.7% |
| 3Y | +119.7% | +64.8% | +54.9% | +86.6% |
| 5Y | +65.4% | -6.9% | +72.3% | +57.4% |
| 10Y | +469.3% | +194.9% | +274.3% | +289.8% |
| All | +469.3% | +201.0% | +268.3% | +289.8% |
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