+329.5%
AZN vs ALLY
+98.8%
+230.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | +0.4% | -1.4% | -1.1% |
| 30D | +13.8% | +5.2% | +8.6% | +13.2% |
| 3M | +17.3% | -13.3% | +30.6% | +19.1% |
| 6M | -1.7% | -6.7% | +4.9% | -1.2% |
| YTD | +1.4% | -12.8% | +14.2% | +2.5% |
| 1Y | +5.2% | +0.7% | +4.5% | +4.7% |
| 3Y | +52.6% | +65.2% | -12.6% | +41.5% |
| 5Y | +72.9% | -10.1% | +83.0% | +68.9% |
| 10Y | +333.0% | +177.0% | +156.0% | +245.9% |
| All | +329.5% | +98.8% | +230.7% | +257.8% |
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