+96.8%
ALLY vs BWA
+23.3%
+73.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -3.2% |
| 7D | +0.9% | -5.5% | +6.4% | +3.8% |
| 30D | +3.1% | -21.7% | +24.8% | +17.2% |
| 3M | -12.6% | -25.6% | +13.1% | +1.6% |
| 6M | -12.4% | -17.4% | +5.0% | -6.0% |
| YTD | -13.2% | +9.2% | -22.3% | -23.5% |
| 1Y | +1.8% | +9.7% | -7.9% | -10.7% |
| 3Y | +58.0% | +54.6% | +3.3% | +10.1% |
| 5Y | -8.4% | +26.8% | -35.2% | -29.8% |
| 10Y | +195.3% | +89.0% | +106.3% | +64.5% |
| All | +96.8% | +23.3% | +73.5% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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