+908.6%
ABBV vs ALLY
+98.1%
+810.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +8.0% | +3.1% | +4.9% | +7.4% |
| 3M | +20.2% | -12.6% | +32.8% | +22.7% |
| 6M | +44.0% | -12.4% | +56.4% | +46.7% |
| YTD | +31.3% | -13.2% | +44.5% | +33.5% |
| 1Y | +37.0% | +1.8% | +35.2% | +35.4% |
| 3Y | +128.0% | +58.0% | +70.0% | +103.7% |
| 5Y | +196.9% | -8.4% | +205.3% | +186.0% |
| 10Y | +681.2% | +195.3% | +486.0% | +415.3% |
| All | +908.6% | +98.1% | +810.6% | +675.0% |
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