-48.8%
S vs ALLY
-7.3%
-41.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.5% |
| 7D | -13.4% | +0.9% | -14.4% | -13.9% |
| 30D | -14.0% | +3.1% | -17.1% | -15.4% |
| 3M | +4.9% | -12.6% | +17.4% | +12.2% |
| 6M | +42.0% | -12.4% | +54.4% | +51.1% |
| YTD | +45.1% | -13.2% | +58.3% | +54.0% |
| 1Y | +33.1% | +1.8% | +31.2% | +29.6% |
| 3Y | +40.6% | +58.0% | -17.3% | +3.1% |
| 5Y | -67.5% | -8.4% | -59.0% | -69.5% |
| All | -48.8% | -7.3% | -41.5% | -51.2% |
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