+450.6%
AMGN vs ALLY
+99.9%
+350.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +12.1% | +3.4% | +8.7% | +11.5% |
| 3M | +13.9% | -11.1% | +24.9% | +16.0% |
| 6M | +42.1% | -11.5% | +53.6% | +44.8% |
| YTD | +45.0% | -12.3% | +57.4% | +47.6% |
| 1Y | +49.3% | +1.1% | +48.2% | +48.3% |
| 3Y | +92.8% | +64.8% | +28.0% | +73.4% |
| 5Y | +156.7% | -6.9% | +163.6% | +148.1% |
| 10Y | +328.1% | +194.9% | +133.2% | +193.9% |
| All | +450.6% | +99.9% | +350.6% | +317.3% |
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