-25.0%
TEVA vs ALLY
+189.7%
-214.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +2.0% | -3.8% | +5.8% | +3.4% |
| 30D | +1.0% | -4.9% | +5.9% | +2.7% |
| 3M | +7.3% | -2.6% | +9.9% | +7.9% |
| 6M | +21.7% | +15.7% | +6.0% | +14.7% |
| YTD | +18.8% | -5.2% | +24.0% | +19.8% |
| 1Y | +86.5% | +2.8% | +83.7% | +81.7% |
| 3Y | +269.4% | +63.4% | +206.0% | +188.1% |
| 5Y | +303.6% | -2.6% | +306.2% | +270.7% |
| All | -25.0% | +189.7% | -214.7% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling