+123.3%
UL vs ALLY
+98.1%
+25.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +8.2% | +3.1% | +5.1% | +7.8% |
| 3M | +4.5% | -12.6% | +17.1% | +6.3% |
| 6M | +12.6% | -12.4% | +25.0% | +14.3% |
| YTD | +3.5% | -13.2% | +16.7% | +5.0% |
| 1Y | -0.4% | +1.8% | -2.3% | -1.1% |
| 3Y | +36.0% | +58.0% | -22.0% | +24.4% |
| 5Y | +30.9% | -8.4% | +39.4% | +27.3% |
| 10Y | +97.5% | +195.3% | -97.7% | +46.8% |
| All | +123.3% | +98.1% | +25.3% | +75.0% |
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