+1,115.8%
GOOGL vs ALLY
+124.8%
+991.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +3.7% | -6.0% | -3.3% |
| 30D | -6.6% | -2.3% | -4.3% | -6.0% |
| 3M | -8.9% | +3.8% | -12.8% | -10.0% |
| 6M | +11.9% | +9.7% | +2.2% | +8.8% |
| YTD | +8.3% | -1.4% | +9.8% | +8.2% |
| 1Y | +46.2% | +8.2% | +38.0% | +41.8% |
| 3Y | +151.9% | +66.5% | +85.4% | +109.9% |
| 5Y | +137.7% | +1.2% | +136.5% | +120.2% |
| 10Y | +757.6% | +191.4% | +566.1% | +485.7% |
| All | +1,115.8% | +124.8% | +991.0% | +806.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling