+1,006.2%
TER vs ALLY
+182.8%
+823.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | -8.9% | -0.7% | -8.2% | -8.7% |
| 30D | -39.1% | +1.1% | -40.2% | -39.6% |
| 3M | -32.8% | -13.2% | -19.6% | -28.6% |
| 6M | -31.7% | -13.5% | -18.3% | -27.5% |
| YTD | +26.9% | -14.3% | +41.2% | +35.5% |
| 1Y | +33.6% | -1.1% | +34.7% | +33.6% |
| 3Y | +181.5% | +62.0% | +119.5% | +119.1% |
| 5Y | +76.1% | -9.6% | +85.8% | +72.2% |
| 10Y | +1,006.2% | +176.0% | +830.3% | +609.7% |
| All | +1,006.2% | +182.8% | +823.4% | +609.7% |
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