-24.8%
U vs ALLY
+80.0%
-104.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.8% |
| 7D | +32.3% | -0.2% | +32.5% | +32.2% |
| 30D | +9.7% | +3.4% | +6.3% | +6.8% |
| 3M | +19.6% | -11.1% | +30.7% | +30.0% |
| 6M | +82.6% | -11.5% | +94.1% | +98.3% |
| YTD | +16.4% | -12.3% | +28.8% | +26.9% |
| 1Y | +28.5% | +1.1% | +27.4% | +25.3% |
| 3Y | +103.8% | +64.8% | +39.0% | +34.5% |
| 5Y | -70.0% | -6.9% | -63.2% | -73.0% |
| All | -24.8% | +80.0% | -104.8% | -23.6% |
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