+23.6%
STLA vs ALLY
+101.5%
-77.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -3.8% |
| 7D | -5.5% | -1.1% | -4.4% | -4.9% |
| 30D | -3.7% | +4.2% | -7.9% | -5.7% |
| 3M | -21.1% | -12.4% | -8.7% | -15.5% |
| 6M | -38.3% | -8.7% | -29.7% | -35.4% |
| YTD | -59.2% | -11.6% | -47.6% | -56.7% |
| 1Y | -56.7% | +0.2% | -56.8% | -56.9% |
| 3Y | -74.3% | +57.1% | -131.4% | -80.3% |
| 5Y | -70.2% | -6.8% | -63.4% | -71.4% |
| 10Y | +23.4% | +200.4% | -177.0% | -41.9% |
| All | +23.6% | +101.5% | -77.9% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling