-9.0%
AUR vs ALLY
+4.2%
-13.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -6.6% |
| 7D | -19.8% | +2.4% | -22.2% | -21.3% |
| 30D | -29.0% | +5.6% | -34.6% | -31.7% |
| 3M | -43.6% | -11.7% | -31.9% | -39.4% |
| 6M | -36.6% | -7.0% | -29.6% | -34.0% |
| YTD | +6.3% | -10.4% | +16.7% | +14.7% |
| 1Y | -9.0% | +2.4% | -11.4% | -13.9% |
| All | -9.0% | +4.2% | -13.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling