+782.6%
ABBV vs ALLY
+124.8%
+657.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +0.4% | +3.7% | -3.3% | -0.2% |
| 30D | +4.2% | -2.3% | +6.4% | +4.5% |
| 3M | +14.8% | +3.8% | +11.0% | +13.9% |
| 6M | +10.3% | +9.7% | +0.6% | +8.1% |
| YTD | +14.9% | -1.4% | +16.3% | +14.5% |
| 1Y | +24.1% | +8.2% | +15.9% | +21.4% |
| 3Y | +91.9% | +66.5% | +25.5% | +70.1% |
| 5Y | +176.0% | +1.2% | +174.8% | +161.6% |
| 10Y | +502.9% | +191.4% | +311.5% | +308.0% |
| All | +782.6% | +124.8% | +657.7% | +564.6% |
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 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