-9.0%
ALLY vs URA
+25.6%
-34.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +5.2% | -10.4% | +15.6% | +8.3% |
| 3M | -13.3% | -29.6% | +16.3% | -4.7% |
| 6M | -6.7% | -40.3% | +33.6% | +7.0% |
| YTD | -12.8% | -25.5% | +12.7% | -9.1% |
| 1Y | +0.7% | -26.4% | +27.1% | +5.1% |
| 3Y | +65.2% | +31.4% | +33.8% | +29.3% |
| All | -9.0% | +25.6% | -34.6% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling