+280.3%
ABT vs ALLY
+124.8%
+155.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.7% | +3.7% | -7.4% | -4.4% |
| 30D | +2.5% | -2.3% | +4.7% | +2.9% |
| 3M | +20.2% | +3.8% | +16.4% | +19.2% |
| 6M | -2.9% | +9.7% | -12.6% | -5.0% |
| YTD | -11.9% | -1.4% | -10.5% | -12.1% |
| 1Y | -16.5% | +8.2% | -24.8% | -18.4% |
| 3Y | +12.1% | +66.5% | -54.4% | -2.7% |
| 5Y | -7.4% | +1.2% | -8.6% | -13.3% |
| 10Y | +210.7% | +191.4% | +19.3% | +108.9% |
| All | +280.3% | +124.8% | +155.5% | +160.8% |
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