+186.0%
ALLY vs BG
+160.3%
+25.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.9% |
| 7D | -1.9% | +0.5% | -2.5% | -2.3% |
| 30D | -4.5% | +10.3% | -14.8% | -9.0% |
| 3M | -2.8% | -1.9% | -0.9% | -3.1% |
| 6M | +10.3% | +5.2% | +5.1% | +5.3% |
| YTD | -5.7% | +41.2% | -46.9% | -22.5% |
| 1Y | +3.9% | +50.5% | -46.6% | -18.2% |
| 3Y | +64.7% | +19.9% | +44.8% | +41.9% |
| 5Y | -2.6% | +86.7% | -89.3% | -38.5% |
| 10Y | +186.0% | +167.5% | +18.5% | +25.7% |
| All | +186.0% | +160.3% | +25.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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