-1.9%
BAH vs ALLY
+1.6%
-3.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -3.2% | +3.7% | -6.9% | -3.7% |
| 30D | +2.0% | -2.3% | +4.3% | +2.3% |
| 3M | -7.6% | +3.8% | -11.5% | -8.2% |
| 6M | -5.7% | +9.7% | -15.4% | -7.2% |
| YTD | -11.7% | -1.4% | -10.3% | -11.9% |
| 1Y | -27.4% | +8.2% | -35.6% | -28.5% |
| 3Y | -32.5% | +66.5% | -99.0% | -37.9% |
| All | -1.9% | +1.6% | -3.5% | -7.5% |
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