+96.8%
TEVA vs ALLY
+9.5%
+87.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | +3.7% | -3.9% | -1.0% |
| 30D | +4.7% | -2.3% | +7.0% | +5.2% |
| 3M | +5.6% | +3.8% | +1.8% | +4.2% |
| 6M | +10.5% | +9.7% | +0.8% | +6.8% |
| YTD | +16.5% | -1.4% | +17.9% | +14.5% |
| 1Y | +96.8% | +8.2% | +88.5% | +86.6% |
| All | +96.8% | +9.5% | +87.3% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling