-42.2%
STLA vs ALLY
-12.1%
-30.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.9% |
| 7D | -4.5% | +0.9% | -5.5% | -5.0% |
| 30D | -3.9% | +3.1% | -7.0% | -5.7% |
| 3M | -20.2% | -12.6% | -7.6% | -13.2% |
| 6M | -42.2% | -12.4% | -29.7% | -38.0% |
| All | -42.2% | -12.1% | -30.1% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling