-57.7%
ADBE vs ALLY
+54.4%
-112.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +2.8% | +3.1% | -0.3% | +2.1% |
| 3M | -8.0% | -12.6% | +4.5% | -5.5% |
| 6M | -4.3% | -12.4% | +8.1% | -2.0% |
| YTD | -31.6% | -13.2% | -18.5% | -30.1% |
| 1Y | -26.9% | +1.8% | -28.7% | -28.0% |
| 3Y | -57.7% | +58.0% | -115.6% | -59.0% |
| All | -57.7% | +54.4% | -112.0% | -59.0% |
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