+123.4%
ALLY vs UUUU
+91.1%
+32.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +3.7% | -1.4% | +5.0% | +3.9% |
| 30D | -2.3% | +16.3% | -18.6% | -4.5% |
| 3M | +3.8% | -16.7% | +20.5% | +5.5% |
| 6M | +9.7% | -33.7% | +43.4% | +13.9% |
| YTD | -1.4% | -0.5% | -0.9% | -5.1% |
| 1Y | +8.2% | +28.9% | -20.6% | -1.9% |
| 3Y | +66.5% | +99.9% | -33.4% | +33.2% |
| 5Y | +1.2% | +135.3% | -134.1% | -24.5% |
| 10Y | +191.4% | +518.4% | -326.9% | +63.1% |
| All | +123.4% | +91.1% | +32.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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