+127.4%
ADBE vs ALLY
+182.8%
-55.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.4% |
| 7D | -3.8% | -0.7% | -3.2% | -3.7% |
| 30D | -2.3% | +1.1% | -3.4% | -2.6% |
| 3M | -13.3% | -13.2% | -0.1% | -9.9% |
| 6M | -6.5% | -13.5% | +7.0% | -3.2% |
| YTD | -32.4% | -14.3% | -18.1% | -30.1% |
| 1Y | -28.0% | -1.1% | -26.9% | -28.6% |
| 3Y | -60.4% | +62.0% | -122.4% | -66.8% |
| 5Y | -63.4% | -9.6% | -53.8% | -65.2% |
| 10Y | +127.4% | +176.0% | -48.5% | +71.8% |
| All | +127.4% | +182.8% | -55.4% | +71.8% |
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 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