+92.9%
GOOGL vs ALLY
-9.5%
+102.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | +1.8% | +0.9% | +0.8% | +1.5% |
| 30D | -18.8% | +3.1% | -21.8% | -19.7% |
| 3M | -20.3% | -12.6% | -7.8% | -17.1% |
| 6M | -28.4% | -12.4% | -15.9% | -25.6% |
| YTD | -8.8% | -13.2% | +4.3% | -5.5% |
| 1Y | +0.3% | +1.8% | -1.6% | -1.4% |
| 3Y | +120.7% | +58.0% | +62.8% | +78.5% |
| All | +92.9% | -9.5% | +102.4% | +90.5% |
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 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