+59.1%
LYB vs ALLY
+124.8%
-65.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -0.2% | +3.7% | -3.9% | -2.0% |
| 30D | +8.7% | -2.3% | +11.0% | +9.7% |
| 3M | -3.0% | +3.8% | -6.9% | -5.7% |
| 6M | +4.7% | +9.7% | -5.0% | -2.9% |
| YTD | +51.6% | -1.4% | +53.0% | +47.9% |
| 1Y | +24.4% | +8.2% | +16.1% | +15.2% |
| 3Y | -23.5% | +66.5% | -89.9% | -45.9% |
| 5Y | -6.5% | +1.2% | -7.7% | -19.1% |
| 10Y | +40.5% | +191.4% | -151.0% | -37.2% |
| All | +59.1% | +124.8% | -65.8% | -23.5% |
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