+123.4%
ALLY vs URA
+110.2%
+13.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +3.7% | +1.1% | +2.6% | +3.3% |
| 30D | -2.3% | +7.4% | -9.6% | -4.9% |
| 3M | +3.8% | -8.4% | +12.2% | +6.0% |
| 6M | +9.7% | -12.7% | +22.4% | +12.7% |
| YTD | -1.4% | +7.8% | -9.2% | -7.8% |
| 1Y | +8.2% | +19.5% | -11.2% | -4.4% |
| 3Y | +66.5% | +116.4% | -49.9% | +9.8% |
| 5Y | +1.2% | +134.3% | -133.1% | -38.9% |
| 10Y | +191.4% | +359.3% | -167.8% | +16.9% |
| All | +123.4% | +110.2% | +13.3% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling