+417.4%
AMGN vs ALLY
+124.8%
+292.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | +3.7% | -2.6% | +0.5% |
| 30D | +7.8% | -2.3% | +10.1% | +8.2% |
| 3M | +27.3% | +3.8% | +23.4% | +26.3% |
| 6M | +16.8% | +9.7% | +7.1% | +14.7% |
| YTD | +36.3% | -1.4% | +37.7% | +36.1% |
| 1Y | +60.4% | +8.2% | +52.2% | +57.4% |
| 3Y | +86.3% | +66.5% | +19.9% | +67.1% |
| 5Y | +125.7% | +1.2% | +124.5% | +114.9% |
| 10Y | +247.0% | +191.4% | +55.6% | +143.1% |
| All | +417.4% | +124.8% | +292.6% | +284.7% |
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