-14.2%
BAX vs ALLY
+124.8%
-139.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.1% | +3.7% | -4.8% | -1.9% |
| 30D | -5.5% | -2.3% | -3.2% | -5.0% |
| 3M | +33.5% | +3.8% | +29.7% | +32.4% |
| 6M | +35.9% | +9.7% | +26.1% | +33.2% |
| YTD | +35.4% | -1.4% | +36.8% | +35.7% |
| 1Y | +9.8% | +8.2% | +1.5% | +7.8% |
| 3Y | -32.7% | +66.5% | -99.2% | -40.2% |
| 5Y | -65.6% | +1.2% | -66.8% | -67.4% |
| 10Y | -34.9% | +191.4% | -226.3% | -52.2% |
| All | -14.2% | +124.8% | -139.0% | -35.5% |
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