+120.7%
GOOGL vs ALLY
+54.4%
+66.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | +1.8% | +0.9% | +0.8% | +1.5% |
| 30D | -18.8% | +3.1% | -21.8% | -19.5% |
| 3M | -20.3% | -12.6% | -7.8% | -17.9% |
| 6M | -28.4% | -12.4% | -15.9% | -26.3% |
| YTD | -8.8% | -13.2% | +4.3% | -6.4% |
| 1Y | +0.3% | +1.8% | -1.6% | -0.7% |
| 3Y | +120.7% | +58.0% | +62.8% | +113.0% |
| All | +120.7% | +54.4% | +66.4% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling