+1,077.0%
TER vs ALLY
+182.4%
+894.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.6% |
| 7D | +5.9% | -2.8% | +8.7% | +7.4% |
| 30D | -30.8% | +1.9% | -32.6% | -31.5% |
| 3M | -29.9% | -12.1% | -17.8% | -26.0% |
| 6M | -27.5% | -9.0% | -18.5% | -24.7% |
| YTD | +37.5% | -12.9% | +50.4% | +45.7% |
| 1Y | +50.3% | -0.1% | +50.3% | +49.6% |
| 3Y | +204.9% | +64.6% | +140.3% | +135.7% |
| 5Y | +89.2% | -10.1% | +99.2% | +85.3% |
| 10Y | +1,077.0% | +176.7% | +900.3% | +648.2% |
| All | +1,077.0% | +182.4% | +894.6% | +648.2% |
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