+219.6%
BAH vs ALLY
+189.4%
+30.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.2% |
| 7D | -3.5% | +0.9% | -4.5% | -3.7% |
| 30D | +24.3% | +3.1% | +21.2% | +23.6% |
| 3M | +16.3% | -12.6% | +28.9% | +18.7% |
| 6M | +13.6% | -12.4% | +26.0% | +15.7% |
| YTD | +3.5% | -13.2% | +16.6% | +5.3% |
| 1Y | +2.7% | +1.8% | +0.9% | +1.9% |
| 3Y | -26.6% | +58.0% | -84.5% | -33.1% |
| 5Y | +8.5% | -8.4% | +17.0% | +5.3% |
| All | +219.6% | +189.4% | +30.3% | +137.8% |
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