+233.0%
BAC vs ALLY
+182.4%
+50.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | -1.9% | -2.8% | +0.9% | -0.4% |
| 30D | -7.2% | +1.9% | -9.0% | -8.1% |
| 3M | -20.4% | -12.1% | -8.3% | -15.0% |
| 6M | +1.3% | -9.0% | +10.3% | +5.8% |
| YTD | -6.4% | -12.9% | +6.5% | -0.5% |
| 1Y | -3.5% | -0.1% | -3.4% | -4.9% |
| 3Y | +96.7% | +64.6% | +32.1% | +40.9% |
| 5Y | +20.6% | -10.1% | +30.7% | +15.1% |
| 10Y | +233.0% | +176.7% | +56.4% | +46.0% |
| All | +233.0% | +182.4% | +50.7% | +46.0% |
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