+688.6%
ULTA vs ALLY
+95.5%
+593.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.8% |
| 7D | +4.6% | -0.7% | +5.3% | +4.9% |
| 30D | +16.5% | +1.1% | +15.3% | +16.0% |
| 3M | +21.1% | -13.2% | +34.3% | +28.0% |
| 6M | +27.4% | -13.5% | +40.8% | +34.4% |
| YTD | +9.8% | -14.3% | +24.1% | +15.7% |
| 1Y | +28.6% | -1.1% | +29.8% | +27.8% |
| 3Y | +70.5% | +62.0% | +8.5% | +32.5% |
| 5Y | +69.8% | -9.6% | +79.4% | +61.0% |
| 10Y | +180.8% | +176.0% | +4.9% | +53.6% |
| All | +688.6% | +95.5% | +593.1% | +352.8% |
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 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