+192.5%
TECH vs ALLY
+182.8%
+9.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +0.5% | +1.1% | -0.6% | 0.0% |
| 3M | +1.1% | -13.2% | +14.3% | +4.9% |
| 6M | +51.0% | -13.5% | +64.5% | +56.8% |
| YTD | +24.4% | -14.3% | +38.6% | +29.2% |
| 1Y | +27.4% | -1.1% | +28.6% | +27.4% |
| 3Y | +28.5% | +62.0% | -33.5% | +12.4% |
| 5Y | -40.9% | -9.6% | -31.2% | -42.9% |
| 10Y | +192.5% | +176.0% | +16.5% | +119.7% |
| All | +192.5% | +182.8% | +9.7% | +119.7% |
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