+97.3%
AUR vs ALLY
+64.9%
+32.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +5.2% |
| 7D | +19.2% | +1.0% | +18.2% | +18.3% |
| 30D | -7.8% | -3.3% | -4.5% | -5.5% |
| 3M | +4.0% | +0.5% | +3.5% | +3.6% |
| 6M | +45.0% | +12.6% | +32.4% | +31.2% |
| YTD | +69.5% | -4.7% | +74.2% | +74.0% |
| 1Y | +13.0% | +5.2% | +7.8% | +6.8% |
| All | +97.3% | +64.9% | +32.4% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling