-16.1%
Z vs ALLY
+189.4%
-205.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.6% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | +8.3% | +3.1% | +5.2% | +7.0% |
| 3M | -11.6% | -12.6% | +1.0% | -5.1% |
| 6M | -33.6% | -12.4% | -21.2% | -29.0% |
| YTD | -56.7% | -13.2% | -43.5% | -53.5% |
| 1Y | -59.1% | +1.8% | -61.0% | -59.5% |
| 3Y | -20.4% | +58.0% | -78.3% | -38.3% |
| 5Y | -55.3% | -8.4% | -46.8% | -56.5% |
| All | -16.1% | +189.4% | -205.4% | -53.0% |
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