-57.9%
AUR vs ALLY
-15.8%
-42.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.8% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | -16.6% | +5.2% | -21.9% | -20.0% |
| 3M | -38.5% | -13.3% | -25.1% | -32.6% |
| 6M | -49.9% | -6.7% | -43.2% | -47.8% |
| YTD | +9.6% | -12.8% | +22.5% | +18.5% |
| 1Y | +1.2% | +0.7% | +0.5% | -0.9% |
| 3Y | +128.8% | +65.2% | +63.6% | +60.5% |
| 5Y | -57.9% | -10.1% | -47.8% | -61.4% |
| All | -57.9% | -15.8% | -42.1% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling