+204.4%
ABT vs ALLY
+178.4%
+26.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.0% |
| 7D | -3.1% | +1.0% | -4.2% | -3.3% |
| 30D | -2.1% | -3.3% | +1.2% | -1.5% |
| 3M | +17.4% | +0.5% | +17.0% | +17.2% |
| 6M | -2.4% | +12.6% | -15.0% | -4.7% |
| YTD | -14.2% | -4.7% | -9.5% | -13.8% |
| 1Y | -18.3% | +5.2% | -23.6% | -19.6% |
| 3Y | +11.5% | +66.5% | -55.0% | -2.6% |
| 5Y | -9.9% | +0.2% | -10.1% | -15.3% |
| 10Y | +204.4% | +180.8% | +23.6% | +120.9% |
| All | +204.4% | +178.4% | +26.0% | +120.9% |
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