-38.8%
STLA vs ALLY
+9.5%
-48.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +2.6% | +3.7% | -1.1% | +0.3% |
| 30D | -1.2% | -2.3% | +1.0% | +0.2% |
| 3M | -24.8% | +3.8% | -28.6% | -26.9% |
| 6M | -25.6% | +9.7% | -35.3% | -30.3% |
| YTD | -48.9% | -1.4% | -47.5% | -48.6% |
| 1Y | -38.8% | +8.2% | -47.0% | -40.6% |
| All | -38.8% | +9.5% | -48.3% | -40.6% |
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 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