+139.1%
IBM vs ALLY
+98.1%
+41.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | +11.1% | +3.1% | +8.0% | +10.2% |
| 3M | +5.7% | -12.6% | +18.3% | +9.6% |
| 6M | +10.1% | -12.4% | +22.6% | +13.8% |
| YTD | -15.6% | -13.2% | -2.5% | -12.7% |
| 1Y | -19.5% | +1.8% | -21.4% | -20.3% |
| 3Y | +80.4% | +58.0% | +22.4% | +53.5% |
| 5Y | +140.0% | -8.4% | +148.4% | +129.1% |
| 10Y | +155.0% | +195.3% | -40.3% | +58.7% |
| All | +139.1% | +98.1% | +41.1% | +59.0% |
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