+37.2%
GOOG vs ALLY
+4.3%
+32.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -1.6% | -1.9% | +0.4% | -1.0% |
| 30D | -7.7% | -4.5% | -3.2% | -6.5% |
| 3M | -9.3% | -2.8% | -6.5% | -8.6% |
| 6M | +7.4% | +10.3% | -2.9% | +5.4% |
| YTD | +4.9% | -5.7% | +10.5% | +5.2% |
| 1Y | +37.2% | +3.9% | +33.3% | +34.5% |
| All | +37.2% | +4.3% | +32.9% | +34.5% |
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