+217.6%
BAC vs ALLY
+174.3%
+43.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.2% | +0.4% | +2.9% | +3.0% |
| 30D | -0.7% | +5.2% | -6.0% | -3.4% |
| 3M | -20.0% | -13.3% | -6.7% | -13.9% |
| 6M | +3.4% | -6.7% | +10.1% | +6.6% |
| YTD | -5.7% | -12.8% | +7.1% | +0.1% |
| 1Y | -1.4% | +0.7% | -2.1% | -3.2% |
| 3Y | +97.9% | +65.2% | +32.7% | +41.6% |
| 5Y | +22.9% | -10.1% | +33.1% | +17.4% |
| All | +217.6% | +174.3% | +43.4% | +48.1% |
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