+69.4%
ALLY vs URA
+114.7%
-45.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +3.7% | +1.1% | +2.6% | +3.4% |
| 30D | -2.3% | +7.4% | -9.6% | -3.8% |
| 3M | +3.8% | -8.4% | +12.2% | +5.1% |
| 6M | +9.7% | -12.7% | +22.4% | +11.5% |
| YTD | -1.4% | +7.8% | -9.2% | -5.4% |
| 1Y | +8.2% | +19.5% | -11.2% | 0.0% |
| All | +69.4% | +114.7% | -45.3% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling