+43.3%
UPS vs ALLY
+172.1%
-128.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | +16.4% | +2.0% | +14.4% | +15.9% |
| 3M | +7.9% | -13.3% | +21.2% | +11.8% |
| 6M | +15.8% | -9.9% | +25.7% | +18.6% |
| YTD | +16.6% | -13.5% | +30.1% | +20.2% |
| 1Y | +22.3% | -2.8% | +25.1% | +22.4% |
| 3Y | -6.2% | +63.4% | -69.6% | -19.1% |
| 5Y | -34.4% | -10.9% | -23.5% | -36.6% |
| All | +43.3% | +172.1% | -128.8% | +15.5% |
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