+117.2%
UL vs ALLY
+124.8%
-7.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.3% | +3.7% | -5.0% | -1.8% |
| 30D | +0.5% | -2.3% | +2.7% | +0.7% |
| 3M | +17.6% | +3.8% | +13.8% | +17.0% |
| 6M | -5.4% | +9.7% | -15.1% | -6.6% |
| YTD | +0.7% | -1.4% | +2.1% | +0.6% |
| 1Y | -9.3% | +8.2% | -17.5% | -10.6% |
| 3Y | +24.5% | +66.5% | -41.9% | +13.3% |
| 5Y | +23.2% | +1.2% | +22.0% | +18.2% |
| 10Y | +64.5% | +191.4% | -126.9% | +23.9% |
| All | +117.2% | +124.8% | -7.6% | +67.6% |
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