-61.7%
STLA vs ALLY
+1.6%
-63.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +2.6% | +3.7% | -1.1% | +0.8% |
| 30D | -1.2% | -2.3% | +1.0% | -0.1% |
| 3M | -24.8% | +3.8% | -28.6% | -26.3% |
| 6M | -25.6% | +9.7% | -35.3% | -29.0% |
| YTD | -48.9% | -1.4% | -47.5% | -48.8% |
| 1Y | -38.8% | +8.2% | -47.0% | -41.4% |
| 3Y | -64.5% | +66.5% | -131.0% | -72.9% |
| All | -61.7% | +1.6% | -63.3% | -63.5% |
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 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