+595.3%
BAH vs ALLY
+101.5%
+493.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +6.0% | -1.1% | +7.2% | +6.2% |
| 30D | +31.1% | +4.2% | +26.9% | +30.1% |
| 3M | +25.2% | -12.4% | +37.6% | +27.8% |
| 6M | +18.9% | -8.7% | +27.6% | +20.4% |
| YTD | +8.3% | -11.6% | +20.0% | +9.9% |
| 1Y | +6.2% | +0.2% | +6.0% | +5.6% |
| 3Y | -22.8% | +57.1% | -79.9% | -30.0% |
| 5Y | +13.6% | -6.8% | +20.4% | +9.7% |
| 10Y | +240.2% | +200.4% | +39.8% | +142.0% |
| All | +595.3% | +101.5% | +493.8% | +421.5% |
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 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