+14.5%
ABT vs ALLY
+74.0%
-59.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | +3.7% | -7.4% | -4.0% |
| 30D | +2.5% | -2.3% | +4.7% | +2.7% |
| 3M | +20.2% | +3.8% | +16.4% | +19.8% |
| 6M | -2.9% | +9.7% | -12.6% | -3.7% |
| YTD | -11.9% | -1.4% | -10.5% | -12.0% |
| 1Y | -16.5% | +8.2% | -24.8% | -17.3% |
| All | +14.5% | +74.0% | -59.4% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling