+579.6%
UNH vs ALLY
+98.1%
+481.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -3.2% | +0.9% | -4.1% | -3.4% |
| 30D | +4.8% | +3.1% | +1.7% | +4.1% |
| 3M | -1.8% | -12.6% | +10.7% | +1.0% |
| 6M | +8.6% | -12.4% | +21.0% | +11.4% |
| YTD | +21.8% | -13.2% | +34.9% | +24.5% |
| 1Y | +25.8% | +1.8% | +24.0% | +24.1% |
| 3Y | -21.3% | +58.0% | -79.3% | -31.8% |
| 5Y | -5.3% | -8.4% | +3.1% | -9.4% |
| 10Y | +238.1% | +195.3% | +42.8% | +109.2% |
| All | +579.6% | +98.1% | +481.6% | +360.4% |
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