-52.6%
STLA vs ALLY
+4.2%
-56.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +1.4% |
| 7D | -0.6% | +2.4% | -3.0% | -2.1% |
| 30D | +3.6% | +5.6% | -2.0% | 0.0% |
| 3M | -20.6% | -11.7% | -8.9% | -14.2% |
| 6M | -34.3% | -7.0% | -27.3% | -31.5% |
| YTD | -57.3% | -10.4% | -46.9% | -54.3% |
| 1Y | -52.6% | +2.4% | -55.0% | -55.5% |
| All | -52.6% | +4.2% | -56.9% | -55.5% |
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