+261.9%
AMD vs ALLY
+57.0%
+204.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.3% | -15.9% | -16.7% |
| 7D | -28.6% | -1.1% | -27.5% | -28.2% |
| 30D | -37.7% | +4.2% | -41.9% | -38.8% |
| 3M | -16.1% | -12.4% | -3.7% | -11.4% |
| 6M | +13.8% | -8.7% | +22.5% | +18.1% |
| YTD | +88.8% | -11.6% | +100.5% | +96.9% |
| 1Y | +57.8% | +0.2% | +57.6% | +55.2% |
| All | +261.9% | +57.0% | +204.8% | +221.8% |
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