+69.8%
ULTA vs ALLY
-9.3%
+79.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +4.6% | -0.7% | +5.3% | +4.9% |
| 30D | +16.5% | +1.1% | +15.3% | +16.1% |
| 3M | +21.1% | -13.2% | +34.3% | +26.4% |
| 6M | +27.4% | -13.5% | +40.8% | +32.8% |
| YTD | +9.8% | -14.3% | +24.1% | +14.4% |
| 1Y | +28.6% | -1.1% | +29.8% | +28.2% |
| 3Y | +70.5% | +62.0% | +8.5% | +42.5% |
| 5Y | +69.8% | -9.6% | +79.4% | +82.5% |
| All | +69.8% | -9.3% | +79.1% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling