+2.4%
ALLY vs BTG
+24.4%
-22.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.7% | -4.9% | +2.9% |
| 7D | +2.4% | -0.2% | +2.6% | +2.3% |
| 30D | +5.6% | -0.8% | +6.3% | +5.4% |
| 3M | -11.7% | +31.8% | -43.5% | -14.2% |
| 6M | -7.0% | +20.4% | -27.5% | -9.2% |
| YTD | -10.4% | +14.7% | -25.2% | -15.3% |
| 1Y | +2.4% | +29.4% | -27.0% | -8.5% |
| All | +2.4% | +24.4% | -22.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling