+304.8%
ADBE vs ALLY
+98.1%
+206.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.4% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +2.8% | +3.1% | -0.3% | +1.9% |
| 3M | -8.0% | -12.6% | +4.5% | -4.6% |
| 6M | -4.3% | -12.4% | +8.1% | -1.3% |
| YTD | -31.6% | -13.2% | -18.5% | -29.6% |
| 1Y | -26.9% | +1.8% | -28.7% | -28.1% |
| 3Y | -57.7% | +58.0% | -115.6% | -64.3% |
| 5Y | -63.9% | -8.4% | -55.5% | -65.7% |
| 10Y | +125.3% | +195.3% | -69.9% | +44.5% |
| All | +304.8% | +98.1% | +206.8% | +187.5% |
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