+46.1%
ASML vs ALLY
+4.2%
+41.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -5.2% |
| 7D | -10.0% | +2.4% | -12.4% | -10.9% |
| 30D | -19.4% | +5.6% | -25.0% | -21.3% |
| 3M | -12.5% | -11.7% | -0.8% | -7.5% |
| 6M | +8.2% | -7.0% | +15.3% | +10.9% |
| YTD | +40.7% | -10.4% | +51.2% | +45.1% |
| 1Y | +46.1% | +2.4% | +43.8% | +42.3% |
| All | +46.1% | +4.2% | +41.9% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling