+142.0%
UAL vs ALLY
+124.8%
+17.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +0.7% | +3.7% | -3.0% | -1.8% |
| 30D | -16.1% | -2.3% | -13.8% | -14.7% |
| 3M | +6.1% | +3.8% | +2.3% | +3.7% |
| 6M | +10.8% | +9.7% | +1.1% | +4.5% |
| YTD | -0.4% | -1.4% | +1.0% | +1.3% |
| 1Y | +5.0% | +8.2% | -3.2% | -0.2% |
| 3Y | +124.0% | +66.5% | +57.5% | +52.1% |
| 5Y | +141.0% | +1.2% | +139.8% | +121.1% |
| 10Y | +118.0% | +191.4% | -73.4% | -4.4% |
| All | +142.0% | +124.8% | +17.1% | +13.4% |
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 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