-44.0%
S vs ALLY
-7.1%
-37.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +1.2% | -2.8% | +4.0% | +2.8% |
| 30D | -7.3% | +1.9% | -9.2% | -8.3% |
| 3M | +5.9% | -12.1% | +18.0% | +13.0% |
| 6M | +45.6% | -9.0% | +54.6% | +52.0% |
| YTD | +58.5% | -12.9% | +71.5% | +68.0% |
| 1Y | +37.6% | -0.1% | +37.7% | +35.4% |
| 3Y | +51.7% | +64.6% | -12.9% | +8.7% |
| 5Y | -67.5% | -10.1% | -57.4% | -69.6% |
| All | -44.0% | -7.1% | -37.0% | -46.8% |
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