-26.3%
U vs ALLY
+76.0%
-102.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.5% |
| 7D | +24.4% | -0.7% | +25.0% | +24.7% |
| 30D | +7.4% | +1.1% | +6.2% | +6.3% |
| 3M | +16.8% | -13.2% | +30.0% | +29.3% |
| 6M | +78.8% | -13.5% | +92.2% | +97.4% |
| YTD | +14.0% | -14.3% | +28.3% | +26.3% |
| 1Y | +16.7% | -1.1% | +17.9% | +15.8% |
| 3Y | +86.4% | +62.0% | +24.4% | +24.6% |
| 5Y | -71.5% | -9.6% | -61.8% | -73.9% |
| All | -26.3% | +76.0% | -102.3% | -24.0% |
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