+215.5%
AZN vs ALLY
+190.4%
+25.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -3.1% | -3.3% | +0.1% | -2.8% |
| 30D | +0.6% | -4.1% | +4.6% | +0.9% |
| 3M | -10.8% | +1.4% | -12.2% | -11.0% |
| 6M | -18.1% | +14.4% | -32.5% | -19.3% |
| YTD | -12.3% | -4.9% | -7.3% | -12.1% |
| 1Y | -0.2% | +5.5% | -5.7% | -1.1% |
| 3Y | +23.4% | +66.0% | -42.7% | +15.5% |
| 5Y | +56.4% | -2.4% | +58.7% | +51.7% |
| All | +215.5% | +190.4% | +25.1% | +190.4% |
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