+132.8%
AMAT vs ALLY
+57.0%
+75.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.2% | -13.0% |
| 7D | -24.3% | -1.1% | -23.2% | -23.9% |
| 30D | -39.8% | +4.2% | -44.0% | -40.8% |
| 3M | -40.2% | -12.4% | -27.8% | -37.0% |
| 6M | -22.1% | -8.7% | -13.4% | -19.5% |
| YTD | +24.7% | -11.6% | +36.3% | +30.0% |
| 1Y | +33.3% | +0.2% | +33.1% | +31.8% |
| All | +132.8% | +57.0% | +75.8% | +108.3% |
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