+22.6%
BAC vs ALLY
-10.0%
+32.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -20.0% | -13.3% | -6.7% | -14.9% |
| 6M | +3.4% | -6.7% | +10.1% | +6.1% |
| YTD | -5.7% | -12.8% | +7.1% | -0.7% |
| 1Y | -1.4% | +0.7% | -2.1% | -2.8% |
| 3Y | +97.9% | +65.2% | +32.7% | +50.9% |
| All | +22.6% | -10.0% | +32.6% | +25.4% |
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