+189.3%
TECH vs ALLY
+174.3%
+15.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +0.1% | +0.4% | -0.2% | 0.0% |
| 30D | +0.5% | +5.2% | -4.7% | -1.0% |
| 3M | +1.1% | -13.3% | +14.4% | +5.0% |
| 6M | +62.8% | -6.7% | +69.5% | +65.5% |
| YTD | +24.5% | -12.8% | +37.3% | +28.7% |
| 1Y | +20.6% | +0.7% | +20.0% | +19.9% |
| 3Y | +29.5% | +65.2% | -35.7% | +12.6% |
| 5Y | -40.9% | -10.1% | -30.8% | -43.0% |
| All | +189.3% | +174.3% | +15.1% | +115.0% |
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