+123.4%
ALLY vs BR
+501.5%
-378.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +2.2% |
| 7D | +3.7% | -5.3% | +9.0% | +6.9% |
| 30D | -2.3% | +6.4% | -8.7% | -6.0% |
| 3M | +3.8% | +13.6% | -9.8% | -4.7% |
| 6M | +9.7% | -6.7% | +16.4% | +12.2% |
| YTD | -1.4% | -21.1% | +19.7% | +11.0% |
| 1Y | +8.2% | -29.6% | +37.8% | +30.9% |
| 3Y | +66.5% | -2.4% | +68.9% | +61.0% |
| 5Y | +1.2% | +11.2% | -10.0% | -11.9% |
| 10Y | +191.4% | +191.8% | -0.3% | +47.7% |
| All | +123.4% | +501.5% | -378.0% | -15.7% |
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 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