+283.6%
BAC vs ALLY
+101.5%
+182.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.9% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | -8.0% | +4.2% | -12.2% | -10.0% |
| 3M | -20.9% | -12.4% | -8.5% | -15.3% |
| 6M | -5.4% | -8.7% | +3.3% | -1.4% |
| YTD | -8.1% | -11.6% | +3.6% | -3.0% |
| 1Y | -3.1% | +0.2% | -3.3% | -4.6% |
| 3Y | +88.1% | +57.1% | +31.0% | +38.8% |
| 5Y | +19.7% | -6.8% | +26.6% | +11.7% |
| 10Y | +275.9% | +200.4% | +75.5% | +66.7% |
| All | +283.6% | +101.5% | +182.1% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling