+174.8%
ULTA vs ALLY
+174.3%
+0.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +11.5% | +5.2% | +6.3% | +9.2% |
| 3M | +28.1% | -13.3% | +41.4% | +36.0% |
| 6M | +34.2% | -6.7% | +40.9% | +37.7% |
| YTD | +9.2% | -12.8% | +22.0% | +14.6% |
| 1Y | +23.7% | +0.7% | +23.1% | +21.9% |
| 3Y | +69.2% | +65.2% | +4.0% | +27.4% |
| 5Y | +66.6% | -10.1% | +76.8% | +58.5% |
| All | +174.8% | +174.3% | +0.5% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling