+132.8%
USB vs ALLY
+104.2%
+28.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | 0.0% |
| 7D | +2.4% | +2.4% | 0.0% | +1.1% |
| 30D | +6.6% | +5.6% | +1.0% | +3.6% |
| 3M | -4.1% | -11.7% | +7.6% | +2.1% |
| 6M | +12.5% | -7.0% | +19.5% | +16.3% |
| YTD | +17.6% | -10.4% | +28.1% | +23.5% |
| 1Y | +36.5% | +2.4% | +34.1% | +33.7% |
| 3Y | +95.4% | +59.2% | +36.2% | +48.3% |
| 5Y | +26.1% | -5.0% | +31.2% | +18.6% |
| 10Y | +101.3% | +204.5% | -103.2% | +3.4% |
| All | +132.8% | +104.2% | +28.5% | +31.3% |
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