+78.4%
O vs ALLY
+174.0%
-95.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | +0.6% | -2.8% | +3.4% | +1.4% |
| 30D | +9.4% | +1.9% | +7.5% | +8.8% |
| 3M | -2.4% | -12.1% | +9.7% | +1.1% |
| 6M | -1.9% | -9.0% | +7.1% | +0.3% |
| YTD | +10.5% | -12.9% | +23.4% | +13.6% |
| 1Y | +10.0% | -0.1% | +10.1% | +8.4% |
| 3Y | +40.5% | +64.6% | -24.1% | +12.7% |
| 5Y | +10.2% | -10.1% | +20.3% | +3.9% |
| All | +78.4% | +174.0% | -95.6% | +2.8% |
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