+1,210.8%
AMZN vs ALLY
+124.8%
+1,086.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.0% | +3.7% | -6.6% | -3.9% |
| 30D | -5.2% | -2.3% | -2.9% | -4.7% |
| 3M | +1.9% | +3.8% | -2.0% | +0.8% |
| 6M | +19.2% | +9.7% | +9.5% | +16.1% |
| YTD | +12.0% | -1.4% | +13.4% | +11.9% |
| 1Y | +9.7% | +8.2% | +1.4% | +6.8% |
| 3Y | +87.2% | +66.5% | +20.7% | +61.3% |
| 5Y | +48.7% | +1.2% | +47.5% | +38.4% |
| 10Y | +569.3% | +191.4% | +377.9% | +417.7% |
| All | +1,210.8% | +124.8% | +1,086.0% | +1,020.2% |
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