+74.6%
AMCR vs ALLY
+99.9%
-25.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -7.9% | -0.2% | -7.7% | -7.8% |
| 30D | +8.2% | +3.4% | +4.7% | +7.3% |
| 3M | -4.3% | -11.1% | +6.7% | -1.6% |
| 6M | +16.6% | -11.5% | +28.1% | +20.0% |
| YTD | +13.1% | -12.3% | +25.4% | +16.4% |
| 1Y | +14.4% | +1.1% | +13.3% | +13.7% |
| 3Y | +18.4% | +64.8% | -46.4% | +1.9% |
| 5Y | -5.8% | -6.9% | +1.1% | -9.8% |
| 10Y | +22.3% | +194.9% | -172.7% | -9.1% |
| All | +74.6% | +99.9% | -25.3% | +30.0% |
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