+176.7%
ALLY vs BG
+100.9%
+75.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -2.8% | +3.4% | -6.1% | -4.2% |
| 30D | +1.9% | -3.8% | +5.7% | +3.4% |
| 3M | -12.1% | -9.6% | -2.5% | -8.9% |
| 6M | -9.0% | -19.5% | +10.5% | -1.5% |
| YTD | -12.9% | +14.6% | -27.5% | -22.1% |
| 1Y | -0.1% | +6.6% | -6.7% | -7.5% |
| 3Y | +64.6% | +4.7% | +59.9% | +48.7% |
| 5Y | -10.1% | +22.1% | -32.1% | -29.5% |
| 10Y | +176.7% | +109.2% | +67.5% | +24.0% |
| All | +176.7% | +100.9% | +75.8% | +24.0% |
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