+2,085.2%
AAPL vs ALLY
+98.1%
+1,987.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | +1.7% | +3.1% | -1.4% | +0.8% |
| 3M | +9.7% | -12.6% | +22.3% | +13.8% |
| 6M | +19.3% | -12.4% | +31.7% | +23.2% |
| YTD | +26.3% | -13.2% | +39.4% | +30.3% |
| 1Y | +27.4% | +1.8% | +25.6% | +25.4% |
| 3Y | +93.6% | +58.0% | +35.6% | +64.0% |
| 5Y | +131.7% | -8.4% | +140.1% | +120.9% |
| 10Y | +1,268.5% | +195.3% | +1,073.2% | +799.8% |
| All | +2,085.2% | +98.1% | +1,987.1% | +1,438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling