+108.6%
ASML vs ALLY
+1.6%
+107.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +3.7% | -2.6% | -0.5% |
| 30D | +2.2% | -2.3% | +4.4% | +3.1% |
| 3M | -2.3% | +3.8% | -6.1% | -4.1% |
| 6M | +23.0% | +9.7% | +13.3% | +17.9% |
| YTD | +61.1% | -1.4% | +62.5% | +61.0% |
| 1Y | +129.1% | +8.2% | +120.9% | +119.2% |
| 3Y | +165.4% | +66.5% | +98.9% | +102.5% |
| All | +108.6% | +1.6% | +107.0% | +85.0% |
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