+39.3%
ASML vs ALLY
-1.7%
+41.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.7% |
| 7D | -9.0% | +0.9% | -9.9% | -9.5% |
| 30D | -21.0% | +3.1% | -24.0% | -22.1% |
| 3M | -16.3% | -12.6% | -3.7% | -11.3% |
| 6M | -7.5% | -12.4% | +4.9% | -2.7% |
| YTD | +34.0% | -13.2% | +47.1% | +39.8% |
| 1Y | +39.3% | +1.8% | +37.5% | +36.5% |
| All | +39.3% | -1.7% | +41.0% | +36.5% |
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