+121.0%
ULTA vs ALLY
+190.4%
-69.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | -3.9% | -3.3% | -0.6% | -2.5% |
| 30D | -1.1% | -4.1% | +3.0% | +0.6% |
| 3M | +13.8% | +1.4% | +12.4% | +12.8% |
| 6M | -17.2% | +14.4% | -31.6% | -22.1% |
| YTD | -11.5% | -4.9% | -6.5% | -10.4% |
| 1Y | +3.9% | +5.5% | -1.6% | -0.1% |
| 3Y | +29.5% | +66.0% | -36.6% | -2.7% |
| 5Y | +42.9% | -2.4% | +45.3% | +30.4% |
| All | +121.0% | +190.4% | -69.4% | +7.2% |
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