+13,707.3%
AMD vs ALLY
+104.2%
+13,603.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | -0.6% |
| 7D | -15.5% | +2.4% | -17.9% | -16.3% |
| 30D | -22.6% | +5.6% | -28.2% | -24.5% |
| 3M | -5.7% | -11.7% | +6.0% | -1.0% |
| 6M | +43.1% | -7.0% | +50.2% | +47.1% |
| YTD | +128.2% | -10.4% | +138.7% | +135.9% |
| 1Y | +95.5% | +2.4% | +93.1% | +91.0% |
| 3Y | +335.4% | +59.2% | +276.2% | +244.2% |
| 5Y | +255.5% | -5.0% | +260.5% | +238.4% |
| 10Y | +7,350.9% | +204.5% | +7,146.5% | +3,815.5% |
| All | +13,707.3% | +104.2% | +13,603.1% | +8,329.0% |
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