+92.7%
USB vs ALLY
+194.4%
-101.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -1.5% | -1.1% | -0.3% | -0.9% |
| 30D | +4.3% | +4.2% | +0.1% | +2.0% |
| 3M | -6.1% | -12.4% | +6.3% | +0.7% |
| 6M | +9.4% | -8.7% | +18.1% | +14.3% |
| YTD | +15.2% | -11.6% | +26.8% | +22.0% |
| 1Y | +32.8% | +0.2% | +32.6% | +31.4% |
| 3Y | +91.3% | +57.1% | +34.2% | +44.1% |
| 5Y | +22.7% | -6.8% | +29.5% | +16.1% |
| All | +92.7% | +194.4% | -101.7% | -2.9% |
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