-47.8%
S vs ALLY
-7.0%
-40.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | -2.7% | +5.2% | -8.0% | -5.4% |
| 3M | -6.9% | -13.3% | +6.4% | +0.1% |
| 6M | +38.1% | -6.7% | +44.7% | +42.3% |
| YTD | +48.0% | -12.8% | +60.8% | +56.8% |
| 1Y | +34.5% | +0.7% | +33.8% | +31.8% |
| 3Y | +38.3% | +65.2% | -26.9% | -1.0% |
| 5Y | -70.9% | -10.1% | -60.8% | -72.8% |
| All | -47.8% | -7.0% | -40.8% | -50.4% |
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