+147.3%
IBM vs ALLY
+174.3%
-27.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +9.2% | +5.2% | +4.0% | +7.6% |
| 3M | +4.9% | -13.3% | +18.2% | +9.1% |
| 6M | +16.8% | -6.7% | +23.4% | +18.6% |
| YTD | -14.3% | -12.8% | -1.4% | -11.4% |
| 1Y | -16.7% | +0.7% | -17.4% | -17.3% |
| 3Y | +82.2% | +65.2% | +17.0% | +52.9% |
| 5Y | +149.9% | -10.1% | +160.1% | +140.9% |
| All | +147.3% | +174.3% | -27.0% | +69.2% |
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