+1,362.0%
AMAT vs ALLY
+172.1%
+1,190.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +19.3% | -2.1% | +21.5% | +20.6% |
| 30D | -17.9% | +2.0% | -19.9% | -18.8% |
| 3M | -30.4% | -13.3% | -17.1% | -26.0% |
| 6M | -11.4% | -9.9% | -1.6% | -7.6% |
| YTD | +48.8% | -13.5% | +62.3% | +57.5% |
| 1Y | +66.0% | -2.8% | +68.8% | +66.3% |
| 3Y | +158.8% | +63.4% | +95.4% | +94.4% |
| 5Y | +153.2% | -10.9% | +164.1% | +146.1% |
| All | +1,362.0% | +172.1% | +1,190.0% | +818.8% |
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