+355.6%
RMD vs ALLY
+174.3%
+181.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +2.1% | +5.2% | -3.2% | +1.1% |
| 3M | +6.2% | -13.3% | +19.5% | +9.6% |
| 6M | +19.4% | -6.7% | +26.0% | +21.2% |
| YTD | +0.5% | -12.8% | +13.4% | +3.3% |
| 1Y | -3.9% | +0.7% | -4.6% | -4.4% |
| 3Y | +72.5% | +65.2% | +7.3% | +50.6% |
| 5Y | -1.5% | -10.1% | +8.6% | -4.9% |
| All | +355.6% | +174.3% | +181.3% | +227.3% |
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