+209.8%
RF vs ALLY
+172.1%
+37.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | 0.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.7% |
| 30D | +5.6% | +2.0% | +3.6% | +4.0% |
| 3M | -8.9% | -13.3% | +4.5% | -0.3% |
| 6M | +7.1% | -9.9% | +16.9% | +13.8% |
| YTD | +8.3% | -13.5% | +21.9% | +17.4% |
| 1Y | +16.8% | -2.8% | +19.6% | +17.2% |
| 3Y | +115.0% | +63.4% | +51.6% | +46.5% |
| 5Y | +46.4% | -10.9% | +57.3% | +41.8% |
| All | +209.8% | +172.1% | +37.8% | +36.1% |
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