+73.5%
BA vs ALLY
+191.1%
-117.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.2% | +3.7% | -2.5% | -0.9% |
| 30D | -11.6% | -2.3% | -9.4% | -10.5% |
| 3M | -2.4% | +3.8% | -6.2% | -4.6% |
| 6M | -6.6% | +9.7% | -16.3% | -12.1% |
| YTD | -2.2% | -1.4% | -0.8% | -2.8% |
| 1Y | -8.0% | +8.2% | -16.3% | -14.3% |
| 3Y | -5.0% | +66.5% | -71.5% | -36.8% |
| 5Y | -2.7% | +1.2% | -3.9% | -15.8% |
| All | +73.5% | +191.1% | -117.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling