+63.1%
T vs ALLY
+174.0%
-110.9%
-39.4%
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% | +1.1% |
| 7D | +2.0% | -2.8% | +4.7% | +2.6% |
| 30D | -1.0% | +1.9% | -2.9% | -1.5% |
| 3M | -8.1% | -12.1% | +4.0% | -5.7% |
| 6M | -8.3% | -9.0% | +0.7% | -6.8% |
| YTD | -6.1% | -12.9% | +6.8% | -4.2% |
| 1Y | -7.4% | -0.1% | -7.3% | -8.4% |
| 3Y | +65.4% | +64.6% | +0.9% | +39.6% |
| 5Y | +57.6% | -10.1% | +67.7% | +50.2% |
| All | +63.1% | +174.0% | -110.9% | +12.0% |
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