+338.2%
AZN vs ALLY
+174.3%
+163.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.1% | +0.4% | -1.4% | -1.1% |
| 30D | +13.8% | +5.2% | +8.6% | +13.3% |
| 3M | +17.3% | -13.3% | +30.6% | +18.8% |
| 6M | -1.7% | -6.7% | +4.9% | -1.3% |
| YTD | +1.4% | -12.8% | +14.2% | +2.4% |
| 1Y | +5.2% | +0.7% | +4.5% | +4.7% |
| 3Y | +52.6% | +65.2% | -12.6% | +43.0% |
| 5Y | +72.9% | -10.1% | +83.0% | +69.1% |
| All | +338.2% | +174.3% | +163.9% | +303.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling