+571.7%
QQQ vs ALLY
+178.1%
+393.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | -0.6% | -4.5% | +3.8% | +0.6% |
| 3M | +1.3% | -2.8% | +4.1% | +2.0% |
| 6M | +18.1% | +10.3% | +7.8% | +14.3% |
| YTD | +16.9% | -5.7% | +22.6% | +18.1% |
| 1Y | +24.0% | +3.9% | +20.1% | +21.4% |
| 3Y | +95.6% | +64.7% | +30.9% | +63.3% |
| 5Y | +94.5% | -2.6% | +97.1% | +82.2% |
| 10Y | +571.7% | +186.0% | +385.7% | +381.3% |
| All | +571.7% | +178.1% | +393.7% | +381.3% |
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