+1,110.2%
GOOG vs ALLY
+124.8%
+985.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.1% | +3.7% | -5.8% | -3.1% |
| 30D | -6.8% | -2.3% | -4.6% | -6.3% |
| 3M | -9.1% | +3.8% | -12.9% | -10.1% |
| 6M | +10.7% | +9.7% | +1.0% | +7.6% |
| YTD | +7.1% | -1.4% | +8.5% | +6.9% |
| 1Y | +44.6% | +8.2% | +36.4% | +40.2% |
| 3Y | +147.4% | +66.5% | +81.0% | +106.0% |
| 5Y | +133.8% | +1.2% | +132.6% | +116.5% |
| 10Y | +777.5% | +191.4% | +586.1% | +498.8% |
| All | +1,110.2% | +124.8% | +985.3% | +806.2% |
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