+66.5%
ALLY vs BG
+20.0%
+46.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -3.9% |
| 7D | +1.0% | +2.4% | -1.3% | +0.7% |
| 30D | -3.3% | +15.0% | -18.3% | -5.5% |
| 3M | +0.5% | -0.7% | +1.1% | +0.5% |
| 6M | +12.6% | +7.5% | +5.1% | +10.1% |
| YTD | -4.7% | +41.6% | -46.3% | -13.6% |
| 1Y | +5.2% | +50.7% | -45.4% | -6.6% |
| 3Y | +66.5% | +20.3% | +46.2% | +59.2% |
| All | +66.5% | +20.0% | +46.5% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling