+140.0%
UAL vs ALLY
+101.5%
+38.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.2% | -3.6% |
| 7D | +5.0% | -1.1% | +6.2% | +6.0% |
| 30D | -1.2% | +4.2% | -5.4% | -3.9% |
| 3M | -16.8% | -12.4% | -4.4% | -8.5% |
| 6M | +18.0% | -8.7% | +26.6% | +26.5% |
| YTD | -1.2% | -11.6% | +10.5% | +8.7% |
| 1Y | +14.3% | +0.2% | +14.2% | +15.0% |
| 3Y | +194.6% | +57.1% | +137.5% | +109.9% |
| 5Y | +109.6% | -6.8% | +116.5% | +105.6% |
| 10Y | +93.1% | +200.4% | -107.3% | -13.7% |
| All | +140.0% | +101.5% | +38.5% | +21.7% |
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