-33.7%
UPS vs ALLY
+1.6%
-35.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.9% | +3.7% | -6.6% | -3.9% |
| 30D | -3.5% | -2.3% | -1.3% | -2.9% |
| 3M | -5.7% | +3.8% | -9.5% | -6.8% |
| 6M | -4.4% | +9.7% | -14.1% | -7.2% |
| YTD | +8.0% | -1.4% | +9.4% | +7.8% |
| 1Y | +29.0% | +8.2% | +20.8% | +25.0% |
| 3Y | -27.7% | +66.5% | -94.2% | -39.5% |
| All | -33.7% | +1.6% | -35.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling