-59.7%
ADBE vs ALLY
+1.6%
-61.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.8% |
| 7D | -8.6% | +3.7% | -12.3% | -9.6% |
| 30D | +2.8% | -2.3% | +5.0% | +3.4% |
| 3M | +3.1% | +3.8% | -0.7% | +1.5% |
| 6M | -2.4% | +9.7% | -12.1% | -6.1% |
| YTD | -23.9% | -1.4% | -22.4% | -24.3% |
| 1Y | -22.6% | +8.2% | -30.8% | -25.6% |
| 3Y | -52.7% | +66.5% | -119.2% | -62.4% |
| All | -59.7% | +1.6% | -61.3% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling