+123.4%
ALLY vs EXEL
+751.5%
-628.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 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% | +1.8% |
| 3Y | +66.5% | +159.5% | -93.0% | +45.3% |
| 5Y | +1.2% | +198.5% | -197.3% | -13.8% |
| 10Y | +191.4% | +411.4% | -219.9% | +132.2% |
| All | +123.4% | +751.5% | -628.1% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling