+97.4%
ALLY vs BG
+84.4%
+13.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | -12.1% | -9.6% | -2.5% | -9.0% |
| 6M | -9.0% | -19.5% | +10.5% | -1.9% |
| YTD | -12.9% | +14.6% | -27.5% | -21.4% |
| 1Y | -0.1% | +6.6% | -6.7% | -6.9% |
| 3Y | +64.6% | +4.7% | +59.9% | +50.0% |
| 5Y | -10.1% | +22.1% | -32.1% | -27.5% |
| 10Y | +176.7% | +109.2% | +67.5% | +46.3% |
| All | +97.4% | +84.4% | +13.0% | +6.3% |
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