+44.5%
GOOG vs ALLY
+9.5%
+35.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.2% | +3.7% | -5.9% | -3.2% |
| 30D | -6.9% | -2.3% | -4.6% | -6.3% |
| 3M | -9.1% | +3.8% | -13.0% | -10.0% |
| 6M | +10.6% | +9.7% | +0.9% | +7.9% |
| YTD | +7.0% | -1.4% | +8.4% | +6.0% |
| 1Y | +44.5% | +8.2% | +36.3% | +41.0% |
| All | +44.5% | +9.5% | +35.0% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling