-7.7%
ALLY vs BR
+19.0%
-26.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.8% |
| 7D | +0.9% | +6.5% | -5.6% | -2.3% |
| 30D | +3.1% | +18.9% | -15.8% | -5.8% |
| 3M | -12.6% | +16.3% | -28.8% | -19.6% |
| 6M | -12.4% | +26.2% | -38.6% | -23.6% |
| YTD | -13.2% | -13.1% | 0.0% | -5.9% |
| 1Y | +1.8% | -10.5% | +12.3% | +8.1% |
| 3Y | +58.0% | +13.3% | +44.6% | +37.9% |
| All | -7.7% | +19.0% | -26.7% | -28.7% |
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