-9.0%
ALLY vs EXEL
+281.2%
-290.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | +5.2% | +13.1% | -7.9% | +2.6% |
| 3M | -13.3% | +36.3% | -49.6% | -18.7% |
| 6M | -6.7% | +34.5% | -41.2% | -12.5% |
| YTD | -12.8% | +57.4% | -70.3% | -21.3% |
| 1Y | +0.7% | +62.9% | -62.2% | -9.8% |
| 3Y | +65.2% | +229.5% | -164.3% | +16.9% |
| All | -9.0% | +281.2% | -290.2% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling