-75.7%
STLA vs ALLY
+65.2%
-140.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.4% |
| 7D | -11.6% | -2.8% | -8.8% | -10.2% |
| 30D | -6.2% | +1.9% | -8.0% | -7.1% |
| 3M | -24.6% | -12.1% | -12.5% | -19.0% |
| 6M | -44.9% | -9.0% | -35.9% | -42.1% |
| YTD | -62.3% | -12.9% | -49.3% | -59.5% |
| 1Y | -61.8% | -0.1% | -61.7% | -62.0% |
| All | -75.7% | +65.2% | -140.9% | -79.7% |
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