+151.5%
UAL vs ALLY
+104.2%
+47.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.8% | +4.2% | +5.3% |
| 7D | +11.9% | +2.4% | +9.5% | +10.2% |
| 30D | +5.2% | +5.6% | -0.3% | +1.4% |
| 3M | -12.7% | -11.7% | -1.0% | -4.6% |
| 6M | +28.5% | -7.0% | +35.6% | +36.1% |
| YTD | +3.5% | -10.4% | +14.0% | +12.7% |
| 1Y | +27.5% | +2.4% | +25.2% | +26.3% |
| 3Y | +208.6% | +59.2% | +149.4% | +117.7% |
| 5Y | +135.6% | -5.0% | +140.6% | +127.9% |
| 10Y | +102.3% | +204.5% | -102.2% | -10.4% |
| All | +151.5% | +104.2% | +47.2% | +26.3% |
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