+47.2%
BA vs ALLY
+101.5%
-54.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.8% |
| 7D | -0.1% | -1.1% | +1.0% | +0.5% |
| 30D | -9.1% | +4.2% | -13.3% | -11.2% |
| 3M | -28.2% | -12.4% | -15.8% | -22.9% |
| 6M | -23.1% | -8.7% | -14.4% | -19.4% |
| YTD | -20.6% | -11.6% | -8.9% | -16.2% |
| 1Y | -12.7% | +0.2% | -12.9% | -14.5% |
| 3Y | -11.6% | +57.1% | -68.6% | -37.2% |
| 5Y | -23.1% | -6.8% | -16.3% | -29.7% |
| 10Y | +34.4% | +200.4% | -166.0% | -40.1% |
| All | +47.2% | +101.5% | -54.3% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling