+686.6%
P vs ALLY
+189.4%
+497.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.3% |
| 7D | -23.8% | +0.9% | -24.7% | -24.3% |
| 30D | -36.6% | +3.1% | -39.7% | -37.6% |
| 3M | +10.9% | -12.6% | +23.4% | +17.2% |
| 6M | +30.0% | -12.4% | +42.4% | +36.3% |
| YTD | +44.4% | -13.2% | +57.5% | +51.1% |
| 1Y | +3.9% | +1.8% | +2.1% | +1.2% |
| 3Y | +176.6% | +58.0% | +118.6% | +117.1% |
| 5Y | +249.3% | -8.4% | +257.7% | +231.6% |
| All | +686.6% | +189.4% | +497.2% | +309.7% |
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