-34.4%
BAX vs ALLY
+182.4%
-216.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -0.6% | -2.8% | +2.2% | 0.0% |
| 30D | +6.3% | +1.9% | +4.4% | +5.8% |
| 3M | -4.6% | -12.1% | +7.6% | -1.9% |
| 6M | +50.4% | -9.0% | +59.4% | +53.4% |
| YTD | +38.0% | -12.9% | +50.9% | +42.0% |
| 1Y | +44.6% | -0.1% | +44.7% | +44.6% |
| 3Y | -15.1% | +64.6% | -79.7% | -23.9% |
| 5Y | -63.3% | -10.1% | -53.2% | -64.4% |
| 10Y | -34.4% | +176.7% | -211.1% | -46.0% |
| All | -34.4% | +182.4% | -216.8% | -46.0% |
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