+7,157.1%
AVGO vs ALLY
+98.1%
+7,059.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | -9.9% | +0.9% | -10.9% | -10.3% |
| 30D | -22.0% | +3.1% | -25.1% | -23.0% |
| 3M | -30.0% | -12.6% | -17.5% | -26.6% |
| 6M | -30.7% | -12.4% | -18.3% | -27.6% |
| YTD | -14.7% | -13.2% | -1.5% | -11.1% |
| 1Y | -16.8% | +1.8% | -18.6% | -18.6% |
| 3Y | +244.4% | +58.0% | +186.5% | +175.8% |
| 5Y | +474.0% | -8.4% | +482.5% | +444.9% |
| 10Y | +2,122.6% | +195.3% | +1,927.3% | +1,059.4% |
| All | +7,157.1% | +98.1% | +7,059.0% | +4,411.8% |
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 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