+31.8%
BA vs ALLY
+189.4%
-157.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.5% |
| 7D | +1.1% | +0.9% | +0.2% | +0.5% |
| 30D | -7.9% | +3.1% | -11.0% | -9.6% |
| 3M | -25.3% | -12.6% | -12.8% | -19.4% |
| 6M | -24.6% | -12.4% | -12.1% | -18.8% |
| YTD | -20.1% | -13.2% | -7.0% | -14.7% |
| 1Y | -11.8% | +1.8% | -13.6% | -14.6% |
| 3Y | -10.1% | +58.0% | -68.1% | -38.4% |
| 5Y | -22.7% | -8.4% | -14.3% | -29.1% |
| All | +31.8% | +189.4% | -157.6% | -44.1% |
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