+67.7%
ASML vs ALLY
-7.4%
+75.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -8.7% |
| 7D | -19.0% | -1.1% | -17.9% | -18.7% |
| 30D | -25.9% | +4.2% | -30.1% | -27.3% |
| 3M | -19.1% | -12.4% | -6.6% | -14.5% |
| 6M | -5.7% | -8.7% | +2.9% | -2.5% |
| YTD | +27.6% | -11.6% | +39.2% | +33.4% |
| 1Y | +30.8% | +0.2% | +30.6% | +29.2% |
| 3Y | +116.2% | +57.1% | +59.1% | +66.8% |
| 5Y | +67.7% | -6.8% | +74.5% | +67.8% |
| All | +67.7% | -7.4% | +75.1% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling