+0.2%
ALLY vs BTG
+72.2%
-72.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -3.0% |
| 7D | +1.0% | +4.8% | -3.8% | +0.5% |
| 30D | -3.3% | +8.3% | -11.6% | -4.2% |
| 3M | +0.5% | +32.3% | -31.8% | -3.2% |
| 6M | +12.6% | +3.0% | +9.6% | +11.2% |
| YTD | -4.7% | +21.9% | -26.6% | -8.5% |
| 1Y | +5.2% | +28.2% | -22.9% | -0.6% |
| 3Y | +66.5% | +99.9% | -33.4% | +42.0% |
| 5Y | +0.2% | +73.6% | -73.3% | -13.4% |
| All | +0.2% | +72.2% | -72.0% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling