+216.6%
AMGN vs ALLY
+178.1%
+38.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -11.6% | -1.9% | -9.7% | -11.3% |
| 30D | -5.7% | -4.5% | -1.2% | -5.0% |
| 3M | +14.2% | -2.8% | +17.1% | +14.7% |
| 6M | +5.2% | +10.3% | -5.1% | +3.5% |
| YTD | +22.0% | -5.7% | +27.7% | +22.7% |
| 1Y | +43.6% | +3.9% | +39.7% | +42.1% |
| 3Y | +65.0% | +64.7% | +0.3% | +50.2% |
| 5Y | +112.0% | -2.6% | +114.6% | +104.4% |
| 10Y | +216.6% | +186.0% | +30.6% | +123.0% |
| All | +216.6% | +178.1% | +38.5% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling