+167.6%
AMAT vs ALLY
-8.7%
+176.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.3% |
| 7D | +7.0% | -2.8% | +9.7% | +8.5% |
| 30D | -20.6% | +1.9% | -22.5% | -21.4% |
| 3M | -24.8% | -12.1% | -12.6% | -20.4% |
| 6M | -10.7% | -9.0% | -1.7% | -7.2% |
| YTD | +54.3% | -12.9% | +67.2% | +62.8% |
| 1Y | +73.7% | -0.1% | +73.8% | +71.7% |
| 3Y | +168.4% | +64.6% | +103.8% | +99.2% |
| 5Y | +167.6% | -10.1% | +177.6% | +184.6% |
| All | +167.6% | -8.7% | +176.2% | +184.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling