+71.7%
AMCR vs ALLY
+98.6%
-26.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -8.5% | -2.8% | -5.7% | -7.8% |
| 30D | +6.8% | +1.9% | +4.9% | +6.3% |
| 3M | -5.0% | -12.1% | +7.1% | -2.0% |
| 6M | +13.9% | -9.0% | +22.9% | +16.4% |
| YTD | +11.2% | -12.9% | +24.1% | +14.7% |
| 1Y | +11.3% | -0.1% | +11.4% | +10.9% |
| 3Y | +15.4% | +64.6% | -49.2% | -0.6% |
| 5Y | -7.7% | -10.1% | +2.3% | -11.0% |
| 10Y | +20.2% | +176.7% | -156.4% | -10.4% |
| All | +71.7% | +98.6% | -26.8% | +28.1% |
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