+203.0%
AMAT vs ALLY
+63.1%
+139.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | +3.7% | -5.2% | -3.0% |
| 30D | -14.8% | -2.3% | -12.5% | -14.1% |
| 3M | -9.3% | +3.8% | -13.1% | -10.7% |
| 6M | +27.4% | +9.7% | +17.7% | +22.3% |
| YTD | +77.6% | -1.4% | +79.0% | +77.3% |
| 1Y | +188.9% | +8.2% | +180.7% | +177.2% |
| All | +203.0% | +63.1% | +139.9% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling