+262.1%
TEVA vs ALLY
+64.5%
+197.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -0.7% | -3.3% | +2.5% | 0.0% |
| 30D | -0.4% | -4.1% | +3.7% | +0.5% |
| 3M | +8.2% | +1.4% | +6.9% | +7.5% |
| 6M | +15.3% | +14.4% | +1.0% | +11.4% |
| YTD | +16.5% | -4.9% | +21.4% | +16.8% |
| 1Y | +85.7% | +5.5% | +80.2% | +81.6% |
| All | +262.1% | +64.5% | +197.6% | +202.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling