+117.9%
ASML vs ALLY
+57.0%
+60.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -8.8% |
| 7D | -19.0% | -1.1% | -17.9% | -18.7% |
| 30D | -25.9% | +4.2% | -30.1% | -27.1% |
| 3M | -19.1% | -12.4% | -6.6% | -15.1% |
| 6M | -5.7% | -8.7% | +2.9% | -2.9% |
| YTD | +27.6% | -11.6% | +39.2% | +32.6% |
| 1Y | +30.8% | +0.2% | +30.6% | +29.6% |
| All | +117.9% | +57.0% | +60.9% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling