+196.6%
AMD vs ALLY
-7.4%
+204.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.3% | -15.9% | -16.6% |
| 7D | -28.6% | -1.1% | -27.5% | -28.1% |
| 30D | -37.7% | +4.2% | -41.9% | -39.1% |
| 3M | -16.1% | -12.4% | -3.7% | -10.4% |
| 6M | +13.8% | -8.7% | +22.5% | +19.0% |
| YTD | +88.8% | -11.6% | +100.5% | +98.2% |
| 1Y | +57.8% | +0.2% | +57.6% | +54.6% |
| 3Y | +260.3% | +57.1% | +203.2% | +159.8% |
| 5Y | +196.6% | -6.8% | +203.5% | +212.2% |
| All | +196.6% | -7.4% | +204.1% | +212.2% |
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