+237.7%
BAC vs ALLY
+182.8%
+54.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.4% |
| 7D | +2.1% | -0.7% | +2.7% | +2.4% |
| 30D | -6.7% | +1.1% | -7.8% | -7.3% |
| 3M | -20.2% | -13.2% | -7.1% | -14.2% |
| 6M | -0.2% | -13.5% | +13.3% | +7.0% |
| YTD | -6.4% | -14.3% | +7.9% | +0.4% |
| 1Y | -3.1% | -1.1% | -2.0% | -3.9% |
| 3Y | +96.7% | +62.0% | +34.7% | +42.2% |
| 5Y | +21.3% | -9.6% | +30.9% | +15.3% |
| 10Y | +237.7% | +176.0% | +61.8% | +47.8% |
| All | +237.7% | +182.8% | +54.9% | +47.8% |
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