+220.4%
W vs ALLY
+182.4%
+38.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.5% |
| 7D | -7.4% | -2.8% | -4.6% | -5.3% |
| 30D | +7.8% | +1.9% | +5.9% | +6.7% |
| 3M | +10.9% | -12.1% | +23.0% | +22.2% |
| 6M | +86.4% | -9.0% | +95.4% | +102.9% |
| YTD | +14.0% | -12.9% | +26.9% | +27.5% |
| 1Y | +3.5% | -0.1% | +3.6% | +4.3% |
| 3Y | +164.8% | +64.6% | +100.2% | +91.7% |
| 5Y | -53.1% | -10.1% | -43.0% | -49.1% |
| 10Y | +220.4% | +176.7% | +43.8% | +82.4% |
| All | +220.4% | +182.4% | +38.1% | +82.4% |
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