+18.0%
BAC vs ALLY
-9.5%
+27.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -7.7% | +3.1% | -10.7% | -8.9% |
| 3M | -21.2% | -12.6% | -8.6% | -16.4% |
| 6M | -6.8% | -12.4% | +5.6% | -1.7% |
| YTD | -8.7% | -13.2% | +4.4% | -3.6% |
| 1Y | -5.3% | +1.8% | -7.1% | -7.0% |
| 3Y | +87.4% | +58.0% | +29.5% | +45.9% |
| All | +18.0% | -9.5% | +27.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling