+132.4%
IBM vs ALLY
+191.1%
-58.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +3.7% | -4.0% | -1.3% |
| 30D | +0.3% | -2.3% | +2.5% | +0.9% |
| 3M | -21.6% | +3.8% | -25.4% | -22.6% |
| 6M | -4.7% | +9.7% | -14.4% | -7.6% |
| YTD | -19.1% | -1.4% | -17.7% | -19.1% |
| 1Y | -2.5% | +8.2% | -10.7% | -5.3% |
| 3Y | +74.2% | +66.5% | +7.7% | +45.6% |
| 5Y | +113.1% | +1.2% | +111.9% | +98.8% |
| All | +132.4% | +191.1% | -58.8% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling