+45.9%
UPS vs ALLY
+174.3%
-128.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | +17.4% | +5.2% | +12.1% | +15.9% |
| 3M | +8.2% | -13.3% | +21.5% | +12.1% |
| 6M | +17.9% | -6.7% | +24.6% | +19.7% |
| YTD | +18.7% | -12.8% | +31.5% | +22.2% |
| 1Y | +24.8% | +0.7% | +24.1% | +23.9% |
| 3Y | -4.5% | +65.2% | -69.8% | -17.8% |
| 5Y | -33.2% | -10.1% | -23.1% | -35.6% |
| All | +45.9% | +174.3% | -128.3% | +17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling