+350.9%
ADBE vs ALLY
+124.8%
+226.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.8% |
| 7D | -8.6% | +3.7% | -12.3% | -9.5% |
| 30D | +2.8% | -2.3% | +5.0% | +3.4% |
| 3M | +3.1% | +3.8% | -0.7% | +1.7% |
| 6M | -2.4% | +9.7% | -12.1% | -5.7% |
| YTD | -23.9% | -1.4% | -22.4% | -24.2% |
| 1Y | -22.6% | +8.2% | -30.8% | -25.2% |
| 3Y | -52.7% | +66.5% | -119.2% | -60.8% |
| 5Y | -60.0% | +1.2% | -61.2% | -63.2% |
| 10Y | +157.3% | +191.4% | -34.1% | +66.3% |
| All | +350.9% | +124.8% | +226.0% | +209.2% |
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