+94.3%
ALLY vs BR
+571.3%
-477.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.4% |
| 7D | -0.7% | +5.0% | -5.7% | -3.4% |
| 30D | +1.1% | +16.6% | -15.5% | -7.5% |
| 3M | -13.2% | +12.0% | -25.1% | -19.0% |
| 6M | -13.5% | +30.7% | -44.2% | -27.1% |
| YTD | -14.3% | -11.9% | -2.4% | -9.6% |
| 1Y | -1.1% | -11.6% | +10.4% | +4.0% |
| 3Y | +62.0% | +15.0% | +47.0% | +41.8% |
| 5Y | -9.6% | +18.1% | -27.8% | -23.7% |
| 10Y | +176.0% | +278.6% | -102.7% | +22.3% |
| All | +94.3% | +571.3% | -477.1% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling