+2,487.6%
AMAT vs ALLY
+104.2%
+2,383.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -5.0% |
| 7D | -11.2% | +2.4% | -13.6% | -12.2% |
| 30D | -31.9% | +5.6% | -37.4% | -33.7% |
| 3M | -32.3% | -11.7% | -20.6% | -28.8% |
| 6M | -5.4% | -7.0% | +1.6% | -2.8% |
| YTD | +44.3% | -10.4% | +54.7% | +50.0% |
| 1Y | +61.4% | +2.4% | +59.0% | +57.7% |
| 3Y | +170.6% | +59.2% | +111.4% | +107.3% |
| 5Y | +156.4% | -5.0% | +161.5% | +141.7% |
| 10Y | +1,356.4% | +204.5% | +1,151.9% | +674.6% |
| All | +2,487.6% | +104.2% | +2,383.4% | +1,509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling