+444.9%
AMGN vs ALLY
+98.1%
+346.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | +11.5% | +3.1% | +8.4% | +10.9% |
| 3M | +14.4% | -12.6% | +27.0% | +16.9% |
| 6M | +40.9% | -12.4% | +53.4% | +43.8% |
| YTD | +43.5% | -13.2% | +56.7% | +46.3% |
| 1Y | +49.9% | +1.8% | +48.1% | +48.7% |
| 3Y | +84.6% | +58.0% | +26.7% | +67.3% |
| 5Y | +151.6% | -8.4% | +160.1% | +143.9% |
| 10Y | +358.2% | +195.3% | +162.9% | +214.0% |
| All | +444.9% | +98.1% | +346.8% | +313.7% |
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