+337.5%
AMD vs ALLY
+1.6%
+335.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.5% |
| 7D | +2.6% | +3.7% | -1.1% | +0.7% |
| 30D | -0.9% | -2.3% | +1.3% | +0.2% |
| 3M | -8.7% | +3.8% | -12.6% | -10.5% |
| 6M | +136.3% | +9.7% | +126.6% | +124.1% |
| YTD | +123.0% | -1.4% | +124.4% | +121.8% |
| 1Y | +195.2% | +8.2% | +186.9% | +178.1% |
| 3Y | +336.3% | +66.5% | +269.9% | +209.3% |
| All | +337.5% | +1.6% | +335.9% | +302.6% |
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