+92.6%
UAL vs ALLY
+189.4%
-96.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.3% |
| 7D | +8.2% | +0.9% | +7.2% | +7.6% |
| 30D | +2.3% | +3.1% | -0.8% | +0.1% |
| 3M | -12.7% | -12.6% | -0.1% | -3.4% |
| 6M | +12.7% | -12.4% | +25.1% | +25.0% |
| YTD | +0.8% | -13.2% | +14.0% | +12.7% |
| 1Y | +17.8% | +1.8% | +16.0% | +17.0% |
| 3Y | +206.7% | +58.0% | +148.7% | +112.1% |
| 5Y | +113.9% | -8.4% | +122.3% | +112.0% |
| All | +92.6% | +189.4% | -96.7% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling