+485.4%
ABBV vs ALLY
+178.4%
+307.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.5% |
| 7D | -4.3% | +1.0% | -5.3% | -4.5% |
| 30D | +1.1% | -3.3% | +4.4% | +1.6% |
| 3M | +12.3% | +0.5% | +11.9% | +12.1% |
| 6M | +9.8% | +12.6% | -2.8% | +7.5% |
| YTD | +11.5% | -4.7% | +16.1% | +11.7% |
| 1Y | +22.3% | +5.2% | +17.0% | +20.4% |
| 3Y | +85.2% | +66.5% | +18.7% | +66.4% |
| 5Y | +170.8% | +0.2% | +170.6% | +158.9% |
| 10Y | +485.4% | +180.8% | +304.7% | +318.6% |
| All | +485.4% | +178.4% | +307.0% | +318.6% |
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 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