+771.2%
SONY vs ALLY
+95.5%
+675.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | +10.7% | +1.1% | +9.6% | +10.3% |
| 3M | +12.1% | -13.2% | +25.3% | +16.4% |
| 6M | +32.6% | -13.5% | +46.0% | +37.2% |
| YTD | +4.3% | -14.3% | +18.6% | +7.8% |
| 1Y | -4.5% | -1.1% | -3.4% | -5.3% |
| 3Y | +56.9% | +62.0% | -5.1% | +31.9% |
| 5Y | +12.5% | -9.6% | +22.1% | +7.7% |
| 10Y | +371.7% | +176.0% | +195.8% | +195.8% |
| All | +771.2% | +95.5% | +675.8% | +484.7% |
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