+1,381.0%
NET vs ALLY
+40.3%
+1,340.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.9% |
| 7D | -16.4% | +2.4% | -18.7% | -17.1% |
| 30D | -25.8% | +5.6% | -31.4% | -27.3% |
| 3M | -11.5% | -11.7% | +0.2% | -7.7% |
| 6M | +18.9% | -7.0% | +26.0% | +21.2% |
| YTD | +35.2% | -10.4% | +45.7% | +39.3% |
| 1Y | +14.5% | +2.4% | +12.1% | +12.4% |
| 3Y | +313.8% | +59.2% | +254.6% | +242.6% |
| 5Y | +32.6% | -5.0% | +37.6% | +19.3% |
| All | +1,381.0% | +40.3% | +1,340.7% | +1,445.7% |
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