+923.0%
GOOGL vs ALLY
+98.1%
+824.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.6% |
| 3M | -20.3% | -12.6% | -7.8% | -17.5% |
| 6M | -28.4% | -12.4% | -15.9% | -25.9% |
| YTD | -8.8% | -13.2% | +4.3% | -5.9% |
| 1Y | +0.3% | +1.8% | -1.6% | -1.1% |
| 3Y | +120.7% | +58.0% | +62.8% | +86.8% |
| 5Y | +93.1% | -8.4% | +101.6% | +84.3% |
| 10Y | +636.1% | +195.3% | +440.9% | +406.2% |
| All | +923.0% | +98.1% | +824.9% | +688.5% |
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 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