+176.7%
ALLY vs URA
+277.9%
-101.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -2.8% | +2.9% | -5.6% | -3.9% |
| 30D | +1.9% | -10.8% | +12.7% | +5.6% |
| 3M | -12.1% | -25.5% | +13.4% | -3.7% |
| 6M | -9.0% | -41.2% | +32.2% | +7.4% |
| YTD | -12.9% | -21.3% | +8.3% | -10.0% |
| 1Y | -0.1% | -25.7% | +25.6% | +5.2% |
| 3Y | +64.6% | +43.1% | +21.5% | +24.3% |
| 5Y | -10.1% | +35.6% | -45.7% | -33.6% |
| 10Y | +176.7% | +281.3% | -104.6% | +10.3% |
| All | +176.7% | +277.9% | -101.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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