+1,074.4%
XLK vs ALLY
+98.6%
+975.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.3% |
| 30D | -11.2% | +1.9% | -13.1% | -11.8% |
| 3M | -6.2% | -12.1% | +5.9% | -2.5% |
| 6M | -1.7% | -9.0% | +7.3% | +0.8% |
| YTD | +21.5% | -12.9% | +34.5% | +25.8% |
| 1Y | +19.6% | -0.1% | +19.7% | +18.5% |
| 3Y | +97.9% | +64.6% | +33.4% | +63.8% |
| 5Y | +118.9% | -10.1% | +129.0% | +110.3% |
| 10Y | +726.5% | +176.7% | +549.9% | +434.9% |
| All | +1,074.4% | +98.6% | +975.9% | +715.7% |
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