+278.8%
AZN vs ALLY
+124.8%
+154.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | 0.0% | +3.7% | -3.7% | -0.4% |
| 30D | +0.7% | -2.3% | +3.0% | +1.0% |
| 3M | -10.5% | +3.8% | -14.3% | -11.0% |
| 6M | -19.3% | +9.7% | -29.0% | -20.2% |
| YTD | -10.6% | -1.4% | -9.2% | -10.7% |
| 1Y | +0.5% | +8.2% | -7.7% | -0.8% |
| 3Y | +25.9% | +66.5% | -40.6% | +16.6% |
| 5Y | +52.4% | +1.2% | +51.2% | +46.8% |
| 10Y | +220.8% | +191.4% | +29.4% | +157.0% |
| All | +278.8% | +124.8% | +154.0% | +211.6% |
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