+123.4%
ALLY vs BTG
+212.1%
-88.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +3.7% | -0.9% | +4.6% | +3.7% |
| 30D | -2.3% | +36.8% | -39.1% | -4.2% |
| 3M | +3.8% | +23.1% | -19.3% | +2.3% |
| 6M | +9.7% | +3.5% | +6.2% | +8.9% |
| YTD | -1.4% | +25.5% | -26.9% | -3.4% |
| 1Y | +8.2% | +40.1% | -31.9% | +5.0% |
| 3Y | +66.5% | +101.1% | -34.6% | +56.6% |
| 5Y | +1.2% | +70.6% | -69.4% | -4.6% |
| 10Y | +191.4% | +152.1% | +39.3% | +172.8% |
| All | +123.4% | +212.1% | -88.7% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling