+2,143.0%
ASML vs ALLY
+124.8%
+2,018.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +3.7% | -2.6% | -0.4% |
| 30D | +2.2% | -2.3% | +4.4% | +3.0% |
| 3M | -2.3% | +3.8% | -6.1% | -3.9% |
| 6M | +23.0% | +9.7% | +13.3% | +18.3% |
| YTD | +61.1% | -1.4% | +62.5% | +61.2% |
| 1Y | +129.1% | +8.2% | +120.9% | +120.2% |
| 3Y | +165.4% | +66.5% | +98.9% | +108.3% |
| 5Y | +109.5% | +1.2% | +108.3% | +92.5% |
| 10Y | +1,645.7% | +191.4% | +1,454.3% | +928.4% |
| All | +2,143.0% | +124.8% | +2,018.2% | +1,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling