+152.5%
ADBE vs ALLY
+178.4%
-25.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.6% |
| 7D | -10.1% | +1.0% | -11.1% | -10.3% |
| 30D | -3.0% | -3.3% | +0.3% | -2.1% |
| 3M | +5.0% | +0.5% | +4.6% | +4.5% |
| 6M | -9.3% | +12.6% | -21.9% | -12.9% |
| YTD | -26.5% | -4.7% | -21.8% | -26.2% |
| 1Y | -28.3% | +5.2% | -33.5% | -30.1% |
| 3Y | -54.1% | +66.5% | -120.6% | -61.9% |
| 5Y | -61.2% | +0.2% | -61.5% | -64.2% |
| 10Y | +152.5% | +180.8% | -28.3% | +90.1% |
| All | +152.5% | +178.4% | -25.9% | +90.1% |
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 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