+96.5%
UAL vs ALLY
+182.4%
-85.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -3.0% |
| 7D | +2.3% | -2.8% | +5.0% | +4.4% |
| 30D | +13.3% | +1.9% | +11.5% | +11.9% |
| 3M | -6.3% | -12.1% | +5.8% | +3.3% |
| 6M | +22.5% | -9.0% | +31.5% | +32.0% |
| YTD | +5.9% | -12.9% | +18.8% | +18.1% |
| 1Y | +24.7% | -0.1% | +24.7% | +25.5% |
| 3Y | +211.6% | +64.6% | +147.0% | +108.6% |
| 5Y | +130.6% | -10.1% | +140.6% | +132.1% |
| 10Y | +96.5% | +176.7% | -80.2% | -15.4% |
| All | +96.5% | +182.4% | -85.9% | -15.4% |
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