+634.6%
P vs ALLY
+174.3%
+460.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | +11.6% | +0.4% | +11.3% | +11.5% |
| 30D | -23.7% | +5.2% | -28.9% | -25.6% |
| 3M | -8.0% | -13.3% | +5.3% | -2.4% |
| 6M | +27.9% | -6.7% | +34.6% | +30.8% |
| YTD | +61.2% | -12.8% | +74.0% | +68.4% |
| 1Y | +28.6% | +0.7% | +27.9% | +25.9% |
| 3Y | +200.5% | +65.2% | +135.3% | +131.8% |
| 5Y | +282.9% | -10.1% | +293.1% | +267.2% |
| All | +634.6% | +174.3% | +460.3% | +335.7% |
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