+109.4%
AAPL vs ALLY
+1.6%
+107.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +0.1% | +3.7% | -3.6% | -1.0% |
| 30D | +3.0% | -2.3% | +5.2% | +3.6% |
| 3M | +2.9% | +3.8% | -0.9% | +1.3% |
| 6M | +22.1% | +9.7% | +12.4% | +17.7% |
| YTD | +18.0% | -1.4% | +19.4% | +17.5% |
| 1Y | +33.9% | +8.2% | +25.7% | +28.9% |
| 3Y | +71.2% | +66.5% | +4.7% | +39.0% |
| All | +109.4% | +1.6% | +107.8% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling