+634.6%
XYZ vs ALLY
+182.8%
+451.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.0% |
| 7D | +12.6% | -0.7% | +13.3% | +13.4% |
| 30D | +10.8% | +1.1% | +9.7% | +10.3% |
| 3M | +8.4% | -13.2% | +21.5% | +18.8% |
| 6M | +14.3% | -13.5% | +27.8% | +25.5% |
| YTD | +31.5% | -14.3% | +45.8% | +44.1% |
| 1Y | +28.1% | -1.1% | +29.3% | +28.2% |
| 3Y | +66.2% | +62.0% | +4.2% | +17.2% |
| 5Y | -62.3% | -9.6% | -52.7% | -61.8% |
| 10Y | +634.6% | +176.0% | +458.6% | +297.7% |
| All | +634.6% | +182.8% | +451.8% | +297.7% |
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