+1,162.1%
AMAT vs ALLY
+189.4%
+972.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.0% |
| 7D | -14.7% | +0.9% | -15.6% | -15.2% |
| 30D | -36.1% | +3.1% | -39.2% | -37.1% |
| 3M | -36.9% | -12.6% | -24.3% | -33.2% |
| 6M | -22.2% | -12.4% | -9.8% | -17.8% |
| YTD | +29.9% | -13.2% | +43.1% | +37.2% |
| 1Y | +43.3% | +1.8% | +41.4% | +40.3% |
| 3Y | +142.7% | +58.0% | +84.7% | +85.5% |
| 5Y | +126.2% | -8.4% | +134.6% | +117.0% |
| All | +1,162.1% | +189.4% | +972.7% | +748.6% |
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