+41.2%
USB vs ALLY
+1.6%
+39.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | +3.7% | -2.2% | -0.4% |
| 30D | -1.3% | -2.3% | +0.9% | -0.2% |
| 3M | +15.2% | +3.8% | +11.4% | +12.7% |
| 6M | +18.8% | +9.7% | +9.1% | +12.6% |
| YTD | +21.0% | -1.4% | +22.4% | +21.0% |
| 1Y | +34.0% | +8.2% | +25.8% | +27.3% |
| 3Y | +95.3% | +66.5% | +28.8% | +44.8% |
| All | +41.2% | +1.6% | +39.6% | +24.2% |
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