+82.7%
O vs ALLY
+182.8%
-100.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | +10.4% | +1.1% | +9.3% | +10.0% |
| 3M | -2.4% | -13.2% | +10.7% | +1.4% |
| 6M | -1.2% | -13.5% | +12.3% | +2.4% |
| YTD | +10.4% | -14.3% | +24.7% | +14.1% |
| 1Y | +11.4% | -1.1% | +12.6% | +10.2% |
| 3Y | +40.4% | +62.0% | -21.6% | +13.1% |
| 5Y | +12.1% | -9.6% | +21.8% | +5.3% |
| 10Y | +82.7% | +176.0% | -93.2% | +4.0% |
| All | +82.7% | +182.8% | -100.1% | +4.0% |
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