+123.4%
ALLY vs BG
+118.3%
+5.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +3.7% | +2.8% | +0.9% | +2.3% |
| 30D | -2.3% | +12.0% | -14.3% | -7.3% |
| 3M | +3.8% | -7.7% | +11.5% | +6.5% |
| 6M | +9.7% | +4.5% | +5.2% | +5.2% |
| YTD | -1.4% | +35.7% | -37.1% | -16.8% |
| 1Y | +8.2% | +50.1% | -41.8% | -14.0% |
| 3Y | +66.5% | +12.6% | +53.9% | +48.6% |
| 5Y | +1.2% | +75.4% | -74.2% | -31.7% |
| 10Y | +191.4% | +150.5% | +41.0% | +42.7% |
| All | +123.4% | +118.3% | +5.2% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling