-56.5%
AUR vs ALLY
-10.9%
-45.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +7.9% | -2.1% | +10.1% | +9.5% |
| 30D | -18.5% | +2.0% | -20.5% | -20.2% |
| 3M | -36.7% | -13.3% | -23.4% | -30.2% |
| 6M | -39.8% | -9.9% | -29.9% | -35.7% |
| YTD | +13.3% | -13.5% | +26.8% | +23.7% |
| 1Y | +2.8% | -2.8% | +5.6% | +3.0% |
| 3Y | +139.7% | +63.4% | +76.2% | +62.2% |
| 5Y | -56.5% | -10.9% | -45.6% | -56.9% |
| All | -56.5% | -10.9% | -45.6% | -56.9% |
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 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