+272.5%
RF vs ALLY
+189.4%
+83.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | +6.0% | +3.1% | +2.9% | +3.8% |
| 3M | -8.9% | -12.6% | +3.7% | -0.8% |
| 6M | +2.3% | -12.4% | +14.8% | +10.8% |
| YTD | +7.6% | -13.2% | +20.7% | +16.3% |
| 1Y | +21.2% | +1.8% | +19.3% | +17.9% |
| 3Y | +108.5% | +58.0% | +50.6% | +45.2% |
| 5Y | +43.2% | -8.4% | +51.7% | +36.0% |
| All | +272.5% | +189.4% | +83.1% | +41.4% |
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