+36.2%
UPS vs ALLY
+178.4%
-142.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.9% |
| 7D | -2.1% | +1.0% | -3.2% | -2.4% |
| 30D | -2.3% | -3.3% | +1.0% | -1.5% |
| 3M | -5.2% | +0.5% | -5.7% | -5.4% |
| 6M | +1.4% | +12.6% | -11.2% | -1.9% |
| YTD | +6.1% | -4.7% | +10.8% | +6.8% |
| 1Y | +27.0% | +5.2% | +21.8% | +24.4% |
| 3Y | -25.9% | +66.5% | -92.4% | -36.5% |
| 5Y | -34.6% | +0.2% | -34.8% | -38.7% |
| 10Y | +36.2% | +180.8% | -144.6% | +6.3% |
| All | +36.2% | +178.4% | -142.2% | +6.3% |
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