+230.2%
ABT vs ALLY
+172.1%
+58.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.6% | -2.1% | -3.5% | -5.2% |
| 30D | +5.2% | +2.0% | +3.2% | +4.8% |
| 3M | -2.7% | -13.3% | +10.6% | -0.2% |
| 6M | +28.8% | -9.9% | +38.7% | +31.0% |
| YTD | -12.3% | -13.5% | +1.3% | -10.4% |
| 1Y | -14.7% | -2.8% | -11.9% | -14.7% |
| 3Y | +21.6% | +63.4% | -41.9% | +6.5% |
| 5Y | -7.8% | -10.9% | +3.1% | -11.2% |
| All | +230.2% | +172.1% | +58.1% | +137.2% |
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