+263.2%
BAC vs ALLY
+189.4%
+73.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.2% |
| 7D | -1.2% | +0.9% | -2.1% | -1.7% |
| 30D | -7.7% | +3.1% | -10.7% | -9.2% |
| 3M | -21.2% | -12.6% | -8.6% | -15.5% |
| 6M | -6.8% | -12.4% | +5.6% | -0.7% |
| YTD | -8.7% | -13.2% | +4.4% | -2.8% |
| 1Y | -5.3% | +1.8% | -7.1% | -7.6% |
| 3Y | +87.4% | +58.0% | +29.5% | +37.3% |
| 5Y | +18.9% | -8.4% | +27.3% | +12.2% |
| All | +263.2% | +189.4% | +73.8% | +53.1% |
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