+460.1%
TEAM vs ALLY
+189.4%
+270.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.7% | -14.5% | -15.6% |
| 7D | -19.8% | +0.9% | -20.8% | -20.1% |
| 30D | -21.5% | +3.1% | -24.6% | -22.3% |
| 3M | +39.5% | -12.6% | +52.1% | +45.9% |
| 6M | +73.1% | -12.4% | +85.5% | +80.5% |
| YTD | -5.2% | -13.2% | +7.9% | -1.4% |
| 1Y | -1.6% | +1.8% | -3.4% | -3.1% |
| 3Y | -11.4% | +58.0% | -69.4% | -25.1% |
| 5Y | -65.1% | -8.4% | -56.7% | -66.8% |
| All | +460.1% | +189.4% | +270.7% | +333.7% |
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