+109.6%
UAL vs ALLY
-7.4%
+117.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.2% | -3.7% |
| 7D | +5.0% | -1.1% | +6.2% | +5.9% |
| 30D | -1.2% | +4.2% | -5.4% | -3.7% |
| 3M | -16.8% | -12.4% | -4.4% | -9.2% |
| 6M | +18.0% | -8.7% | +26.6% | +25.8% |
| YTD | -1.2% | -11.6% | +10.5% | +7.7% |
| 1Y | +14.3% | +0.2% | +14.2% | +15.3% |
| 3Y | +194.6% | +57.1% | +137.5% | +126.3% |
| 5Y | +109.6% | -6.8% | +116.5% | +147.5% |
| All | +109.6% | -7.4% | +117.1% | +147.5% |
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