+580.6%
UNH vs ALLY
+124.8%
+455.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +1.1% | +3.7% | -2.6% | +0.3% |
| 30D | -3.8% | -2.3% | -1.5% | -3.3% |
| 3M | +0.7% | +3.8% | -3.1% | -0.3% |
| 6M | +37.9% | +9.7% | +28.2% | +34.5% |
| YTD | +21.9% | -1.4% | +23.3% | +21.4% |
| 1Y | +31.4% | +8.2% | +23.1% | +27.9% |
| 3Y | -11.4% | +66.5% | -77.9% | -24.1% |
| 5Y | +2.5% | +1.2% | +1.3% | -3.9% |
| 10Y | +242.9% | +191.4% | +51.4% | +113.6% |
| All | +580.6% | +124.8% | +455.8% | +349.0% |
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