-34.4%
AUR vs ALLY
-1.1%
-33.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | +11.1% | -1.9% | +13.1% | +12.6% |
| 30D | -6.9% | -4.5% | -2.4% | -3.8% |
| 3M | +5.5% | -2.8% | +8.4% | +7.7% |
| 6M | +41.0% | +10.3% | +30.7% | +30.6% |
| YTD | +69.3% | -5.7% | +75.0% | +74.6% |
| 1Y | +14.0% | +3.9% | +10.1% | +9.4% |
| 3Y | +90.1% | +64.7% | +25.4% | +30.6% |
| 5Y | -34.4% | -2.6% | -31.8% | -41.0% |
| All | -34.4% | -1.1% | -33.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling