+29.7%
Q vs ALLY
+3.0%
+26.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.3% | +5.6% | +4.3% |
| 7D | +6.7% | +1.0% | +5.7% | +5.9% |
| 30D | -10.6% | -3.3% | -7.3% | -9.0% |
| 3M | -14.6% | +0.5% | -15.1% | -15.2% |
| 6M | +12.1% | +12.6% | -0.5% | +3.2% |
| YTD | +51.3% | -4.7% | +55.9% | +53.7% |
| All | +29.7% | +3.0% | +26.7% | +21.3% |
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