-36.8%
BAX vs ALLY
+189.4%
-226.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +12.1% | +0.9% | +11.2% | +11.9% |
| 30D | +7.6% | +3.1% | +4.5% | +6.9% |
| 3M | -4.5% | -12.6% | +8.1% | -1.7% |
| 6M | +52.0% | -12.4% | +64.5% | +56.3% |
| YTD | +35.1% | -13.2% | +48.3% | +39.1% |
| 1Y | +43.7% | +1.8% | +41.9% | +43.2% |
| 3Y | -20.9% | +58.0% | -78.9% | -28.5% |
| 5Y | -63.5% | -8.4% | -55.1% | -64.7% |
| All | -36.8% | +189.4% | -226.2% | -47.6% |
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