+141.2%
IBM vs ALLY
+101.5%
+39.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -4.3% | -1.1% | -3.2% | -4.1% |
| 30D | +11.7% | +4.2% | +7.5% | +10.4% |
| 3M | +5.5% | -12.4% | +17.9% | +9.3% |
| 6M | +9.5% | -8.7% | +18.1% | +11.8% |
| YTD | -14.9% | -11.6% | -3.2% | -12.4% |
| 1Y | -17.4% | +0.2% | -17.5% | -17.8% |
| 3Y | +83.3% | +57.1% | +26.2% | +56.2% |
| 5Y | +142.1% | -6.8% | +148.9% | +130.0% |
| 10Y | +157.2% | +200.4% | -43.2% | +59.4% |
| All | +141.2% | +101.5% | +39.7% | +59.7% |
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