+4.7%
ALLY vs BG
+51.5%
-46.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.1% |
| 7D | -1.9% | +0.5% | -2.5% | -1.8% |
| 30D | -4.5% | +10.3% | -14.8% | -3.3% |
| 3M | -2.8% | -1.9% | -0.9% | -2.9% |
| 6M | +10.3% | +5.2% | +5.1% | +10.7% |
| YTD | -5.7% | +41.2% | -46.9% | -5.8% |
| All | +4.7% | +51.5% | -46.8% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling