+80.4%
UPS vs ALLY
+98.1%
-17.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | +17.3% | +3.1% | +14.3% | +16.5% |
| 3M | +6.6% | -12.6% | +19.2% | +10.1% |
| 6M | +12.0% | -12.4% | +24.4% | +15.4% |
| YTD | +14.4% | -13.2% | +27.5% | +17.8% |
| 1Y | +23.3% | +1.8% | +21.5% | +22.1% |
| 3Y | -9.6% | +58.0% | -67.6% | -21.1% |
| 5Y | -34.1% | -8.4% | -25.7% | -36.6% |
| 10Y | +49.5% | +195.3% | -145.8% | +6.7% |
| All | +80.4% | +98.1% | -17.7% | +36.3% |
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 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