+182.3%
ALLY vs BR
+190.5%
-8.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.3% | -6.0% | +2.7% | +0.2% |
| 30D | -4.1% | -0.9% | -3.2% | -3.8% |
| 3M | +1.4% | +16.4% | -15.0% | -8.4% |
| 6M | +14.4% | -8.2% | +22.6% | +18.5% |
| YTD | -4.9% | -23.2% | +18.3% | +9.3% |
| 1Y | +5.5% | -30.9% | +36.5% | +30.0% |
| 3Y | +66.0% | -5.0% | +71.0% | +62.7% |
| 5Y | -2.4% | +8.8% | -11.1% | -14.7% |
| All | +182.3% | +190.5% | -8.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling