+312.8%
SPY vs ALLY
+193.4%
+119.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +3.7% | -3.6% | -0.9% |
| 30D | +0.1% | -2.3% | +2.3% | +0.7% |
| 3M | +2.0% | +3.8% | -1.8% | +0.7% |
| 6M | +13.0% | +9.7% | +3.3% | +9.4% |
| YTD | +13.5% | -1.4% | +15.0% | +13.2% |
| 1Y | +20.0% | +8.2% | +11.7% | +16.0% |
| 3Y | +77.2% | +66.5% | +10.7% | +46.4% |
| 5Y | +81.9% | +1.2% | +80.7% | +68.2% |
| All | +312.8% | +193.4% | +119.5% | +171.8% |
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