+538.0%
QQQ vs ALLY
+182.4%
+355.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.9% |
| 7D | -0.2% | -2.8% | +2.5% | +0.6% |
| 30D | -7.5% | +1.9% | -9.3% | -8.0% |
| 3M | -3.8% | -12.1% | +8.3% | -0.3% |
| 6M | -3.0% | -9.0% | +6.0% | -0.7% |
| YTD | +12.8% | -12.9% | +25.7% | +16.4% |
| 1Y | +11.6% | -0.1% | +11.7% | +10.6% |
| 3Y | +85.6% | +64.6% | +21.0% | +55.1% |
| 5Y | +82.1% | -10.1% | +92.2% | +74.8% |
| 10Y | +538.0% | +176.7% | +361.3% | +366.2% |
| All | +538.0% | +182.4% | +355.6% | +366.2% |
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