+196.7%
TECH vs ALLY
+201.0%
-4.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +0.5% | +3.4% | -2.9% | -0.6% |
| 3M | +0.9% | -11.1% | +11.9% | +4.0% |
| 6M | +51.0% | -11.5% | +62.5% | +55.9% |
| YTD | +24.4% | -12.3% | +36.7% | +28.4% |
| 1Y | +27.6% | +1.1% | +26.5% | +26.7% |
| 3Y | +29.9% | +64.8% | -34.9% | +13.1% |
| 5Y | -40.6% | -6.9% | -33.8% | -43.1% |
| 10Y | +196.7% | +194.9% | +1.8% | +118.0% |
| All | +196.7% | +201.0% | -4.3% | +118.0% |
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