+23.7%
AZN vs ALLY
+69.8%
-46.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -1.5% | +1.0% | -2.5% | -1.6% |
| 30D | -0.9% | -3.3% | +2.4% | -0.6% |
| 3M | -11.8% | +0.5% | -12.3% | -12.0% |
| 6M | -17.6% | +12.6% | -30.2% | -18.5% |
| YTD | -12.0% | -4.7% | -7.4% | -12.0% |
| 1Y | -0.9% | +5.2% | -6.1% | -1.6% |
| 3Y | +23.7% | +66.5% | -42.8% | +17.7% |
| All | +23.7% | +69.8% | -46.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling