+750.9%
GOOGL vs ALLY
+178.4%
+572.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.9% |
| 7D | +1.1% | +1.0% | 0.0% | +0.7% |
| 30D | -4.4% | -3.3% | -1.1% | -3.6% |
| 3M | -6.8% | +0.5% | -7.3% | -7.0% |
| 6M | +13.6% | +12.6% | +1.0% | +9.5% |
| YTD | +8.3% | -4.7% | +13.0% | +9.2% |
| 1Y | +44.9% | +5.2% | +39.7% | +41.5% |
| 3Y | +150.5% | +66.5% | +84.0% | +106.6% |
| 5Y | +137.7% | +0.2% | +137.5% | +120.1% |
| 10Y | +750.9% | +180.8% | +570.2% | +534.5% |
| All | +750.9% | +178.4% | +572.5% | +534.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling