+0.2%
ALLY vs BR
+9.8%
-9.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.9% | -2.1% |
| 7D | +1.0% | -5.9% | +7.0% | +4.2% |
| 30D | -3.3% | +1.9% | -5.2% | -4.5% |
| 3M | +0.5% | +14.7% | -14.2% | -7.3% |
| 6M | +12.6% | -12.8% | +25.4% | +20.5% |
| YTD | -4.7% | -23.0% | +18.4% | +9.7% |
| 1Y | +5.2% | -31.7% | +36.9% | +30.7% |
| 3Y | +66.5% | -4.8% | +71.3% | +62.0% |
| 5Y | +0.2% | +7.8% | -7.6% | -19.0% |
| All | +0.2% | +9.8% | -9.6% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling