+32.8%
USB vs ALLY
+0.9%
+31.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.5% |
| 6M | +9.4% | -8.7% | +18.1% | +14.1% |
| YTD | +15.2% | -11.6% | +26.8% | +22.3% |
| 1Y | +32.8% | +0.2% | +32.6% | +31.8% |
| All | +32.8% | +0.9% | +31.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling