+69.4%
ALLY vs EXEL
+160.6%
-91.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.7% | +8.4% | -4.7% | +2.7% |
| 30D | -2.3% | +4.1% | -6.3% | -2.8% |
| 3M | +3.8% | +12.4% | -8.6% | +2.3% |
| 6M | +9.7% | +41.5% | -31.8% | +4.9% |
| YTD | -1.4% | +34.6% | -36.0% | -5.3% |
| 1Y | +8.2% | +57.9% | -49.6% | +1.7% |
| All | +69.4% | +160.6% | -91.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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