+98.7%
ALLY vs BG
+86.0%
+12.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | 0.0% |
| 7D | -0.2% | +7.4% | -7.6% | -3.2% |
| 30D | +3.4% | -1.5% | +5.0% | +3.8% |
| 3M | -11.1% | -6.1% | -5.0% | -9.5% |
| 6M | -11.5% | -18.0% | +6.5% | -5.4% |
| YTD | -12.3% | +15.6% | -28.0% | -21.2% |
| 1Y | +1.1% | +9.6% | -8.5% | -6.9% |
| 3Y | +64.8% | +6.3% | +58.5% | +49.1% |
| 5Y | -6.9% | +24.6% | -31.4% | -25.7% |
| 10Y | +194.9% | +98.1% | +96.8% | +58.4% |
| All | +98.7% | +86.0% | +12.7% | +6.6% |
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