+101.1%
GOOGL vs ALLY
-10.0%
+111.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | -14.9% | +5.2% | -20.2% | -16.5% |
| 3M | -14.6% | -13.3% | -1.2% | -10.8% |
| 6M | -26.4% | -6.7% | -19.8% | -25.1% |
| YTD | -5.3% | -12.8% | +7.5% | -2.0% |
| 1Y | +6.5% | +0.7% | +5.8% | +5.1% |
| 3Y | +126.0% | +65.2% | +60.8% | +79.6% |
| All | +101.1% | -10.0% | +111.1% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling