+1,160.0%
XLK vs ALLY
+124.8%
+1,035.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | +3.7% | -2.8% | -0.3% |
| 30D | +0.7% | -2.3% | +3.0% | +1.4% |
| 3M | -2.9% | +3.8% | -6.8% | -4.2% |
| 6M | +34.3% | +9.7% | +24.5% | +29.8% |
| YTD | +30.4% | -1.4% | +31.8% | +30.1% |
| 1Y | +43.4% | +8.2% | +35.1% | +38.4% |
| 3Y | +116.8% | +66.5% | +50.4% | +78.5% |
| 5Y | +144.0% | +1.2% | +142.8% | +125.6% |
| 10Y | +778.8% | +191.4% | +587.3% | +458.2% |
| All | +1,160.0% | +124.8% | +1,035.2% | +743.4% |
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