+1,214.8%
AMZN vs ALLY
+98.1%
+1,116.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +7.9% | +0.9% | +7.0% | +7.7% |
| 30D | -0.2% | +3.1% | -3.3% | -1.1% |
| 3M | -4.8% | -12.6% | +7.8% | -1.6% |
| 6M | -5.7% | -12.4% | +6.7% | -2.7% |
| YTD | +12.3% | -13.2% | +25.5% | +15.7% |
| 1Y | +6.7% | +1.8% | +4.9% | +5.6% |
| 3Y | +85.6% | +58.0% | +27.6% | +62.5% |
| 5Y | +47.4% | -8.4% | +55.8% | +41.2% |
| 10Y | +586.8% | +195.3% | +391.6% | +436.5% |
| All | +1,214.8% | +98.1% | +1,116.7% | +1,058.9% |
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