+672.7%
ULTA vs ALLY
+97.2%
+575.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.2% | -2.1% | +2.3% | +1.0% |
| 30D | +12.4% | +2.0% | +10.4% | +11.5% |
| 3M | +22.4% | -13.3% | +35.7% | +29.5% |
| 6M | +28.9% | -9.9% | +38.7% | +33.8% |
| YTD | +7.6% | -13.5% | +21.1% | +13.0% |
| 1Y | +21.6% | -2.8% | +24.4% | +21.6% |
| 3Y | +67.0% | +63.4% | +3.6% | +29.3% |
| 5Y | +64.2% | -10.9% | +75.0% | +56.8% |
| 10Y | +172.5% | +174.7% | -2.2% | +48.9% |
| All | +672.7% | +97.2% | +575.5% | +342.1% |
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