+1,587.5%
AMAT vs ALLY
+191.1%
+1,396.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +3.7% | -5.2% | -3.2% |
| 30D | -14.8% | -2.3% | -12.5% | -14.0% |
| 3M | -9.3% | +3.8% | -13.1% | -10.9% |
| 6M | +27.4% | +9.7% | +17.7% | +21.5% |
| YTD | +77.6% | -1.4% | +79.0% | +77.4% |
| 1Y | +188.9% | +8.2% | +180.7% | +175.1% |
| 3Y | +202.3% | +66.5% | +135.8% | +125.2% |
| 5Y | +248.9% | +1.2% | +247.7% | +219.2% |
| All | +1,587.5% | +191.1% | +1,396.3% | +927.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling