+8.2%
ASML vs ALLY
-7.6%
+15.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -4.8% |
| 7D | -10.0% | +2.4% | -12.4% | -10.5% |
| 30D | -19.4% | +5.6% | -25.0% | -20.8% |
| 3M | -12.5% | -11.7% | -0.8% | -7.3% |
| 6M | +8.2% | -7.0% | +15.3% | +10.2% |
| All | +8.2% | -7.6% | +15.8% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling