+201.6%
ABBV vs ALLY
-10.0%
+211.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +4.7% | +5.2% | -0.5% | +4.3% |
| 3M | +18.3% | -13.3% | +31.7% | +19.6% |
| 6M | +43.4% | -6.7% | +50.0% | +43.9% |
| YTD | +33.0% | -12.8% | +45.8% | +34.0% |
| 1Y | +30.8% | +0.7% | +30.1% | +30.2% |
| 3Y | +135.1% | +65.2% | +69.9% | +123.6% |
| All | +201.6% | -10.0% | +211.6% | +199.5% |
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