+208.8%
BAH vs ALLY
+201.0%
+7.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +17.3% | +3.4% | +13.8% | +16.6% |
| 3M | +14.9% | -11.1% | +25.9% | +16.9% |
| 6M | +14.2% | -11.5% | +25.7% | +16.2% |
| YTD | +5.1% | -12.3% | +17.5% | +6.8% |
| 1Y | +2.1% | +1.1% | +1.0% | +1.4% |
| 3Y | -26.0% | +64.8% | -90.8% | -33.0% |
| 5Y | +9.0% | -6.9% | +15.8% | +5.5% |
| 10Y | +208.8% | +194.9% | +13.8% | +136.7% |
| All | +208.8% | +201.0% | +7.8% | +136.7% |
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