-18.3%
ABT vs ALLY
+5.0%
-23.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.1% |
| 7D | -3.1% | +1.0% | -4.2% | -3.3% |
| 30D | -2.1% | -3.3% | +1.2% | -1.6% |
| 3M | +17.4% | +0.5% | +17.0% | +17.3% |
| 6M | -2.4% | +12.6% | -15.0% | -4.1% |
| YTD | -14.2% | -4.7% | -9.5% | -13.9% |
| 1Y | -18.3% | +5.2% | -23.6% | -19.2% |
| All | -18.3% | +5.0% | -23.4% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling