+603.7%
ABBV vs ALLY
+201.0%
+402.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | +1.5% | -0.2% | +1.8% | +1.6% |
| 30D | +6.7% | +3.4% | +3.3% | +6.2% |
| 3M | +19.9% | -11.1% | +31.0% | +21.8% |
| 6M | +47.5% | -11.5% | +58.9% | +49.6% |
| YTD | +32.2% | -12.3% | +44.5% | +33.9% |
| 1Y | +37.8% | +1.1% | +36.7% | +36.6% |
| 3Y | +134.8% | +64.8% | +70.0% | +111.8% |
| 5Y | +203.0% | -6.9% | +209.9% | +193.3% |
| 10Y | +603.7% | +194.9% | +408.7% | +435.3% |
| All | +603.7% | +201.0% | +402.7% | +435.3% |
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 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