+886.2%
TER vs ALLY
+189.4%
+696.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.4% |
| 7D | -20.5% | +0.9% | -21.4% | -21.0% |
| 30D | -47.0% | +3.1% | -50.1% | -47.9% |
| 3M | -43.3% | -12.6% | -30.7% | -40.0% |
| 6M | -42.9% | -12.4% | -30.5% | -39.7% |
| YTD | +12.9% | -13.2% | +26.0% | +19.7% |
| 1Y | +18.2% | +1.8% | +16.3% | +16.6% |
| 3Y | +151.8% | +58.0% | +93.8% | +98.3% |
| 5Y | +54.2% | -8.4% | +62.6% | +49.8% |
| All | +886.2% | +189.4% | +696.8% | +547.4% |
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