+290.3%
ABT vs ALLY
+99.9%
+190.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +11.6% | +3.4% | +8.2% | +10.9% |
| 3M | +3.1% | -11.1% | +14.2% | +5.4% |
| 6M | +32.8% | -11.5% | +44.3% | +35.6% |
| YTD | -9.6% | -12.3% | +2.7% | -7.8% |
| 1Y | -10.4% | +1.1% | -11.5% | -11.1% |
| 3Y | +25.8% | +64.8% | -39.0% | +9.3% |
| 5Y | -3.4% | -6.9% | +3.4% | -8.0% |
| 10Y | +232.9% | +194.9% | +37.9% | +120.6% |
| All | +290.3% | +99.9% | +190.4% | +173.7% |
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