-21.2%
USAR vs ALLY
+64.0%
-85.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +8.8% | -2.1% | +10.9% | +9.5% |
| 30D | -28.5% | +2.0% | -30.5% | -28.8% |
| 3M | -56.2% | -13.3% | -42.8% | -54.2% |
| 6M | -68.4% | -9.9% | -58.6% | -67.4% |
| YTD | -32.2% | -13.5% | -18.6% | -29.3% |
| 1Y | -52.3% | -2.8% | -49.5% | -51.0% |
| All | -21.2% | +64.0% | -85.2% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling