+686.6%
GOOGL vs ALLY
+174.0%
+512.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | +1.6% | -2.8% | +4.3% | +2.4% |
| 30D | -16.8% | +1.9% | -18.7% | -17.4% |
| 3M | -14.6% | -12.1% | -2.5% | -11.5% |
| 6M | -24.4% | -9.0% | -15.4% | -22.6% |
| YTD | -6.1% | -12.9% | +6.9% | -3.0% |
| 1Y | +1.0% | -0.1% | +1.1% | +0.1% |
| 3Y | +123.4% | +64.6% | +58.8% | +84.7% |
| 5Y | +103.2% | -10.1% | +113.3% | +94.4% |
| All | +686.6% | +174.0% | +512.6% | +469.5% |
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