+932.2%
GOOG vs ALLY
+99.9%
+832.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -17.8% | +3.4% | -21.2% | -18.7% |
| 3M | -19.0% | -11.1% | -8.0% | -16.5% |
| 6M | -27.9% | -11.5% | -16.4% | -25.6% |
| YTD | -8.7% | -12.3% | +3.7% | -6.0% |
| 1Y | +2.5% | +1.1% | +1.4% | +1.4% |
| 3Y | +119.2% | +64.8% | +54.4% | +83.2% |
| 5Y | +93.4% | -6.9% | +100.3% | +83.7% |
| 10Y | +635.3% | +194.9% | +440.4% | +404.7% |
| All | +932.2% | +99.9% | +832.3% | +697.1% |
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