-14.8%
BAX vs ALLY
+101.5%
-116.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | +9.1% | -1.1% | +10.3% | +9.4% |
| 30D | +5.3% | +4.2% | +1.1% | +4.3% |
| 3M | -6.1% | -12.4% | +6.3% | -3.4% |
| 6M | +53.3% | -8.7% | +61.9% | +56.2% |
| YTD | +34.4% | -11.6% | +46.1% | +37.9% |
| 1Y | +43.2% | +0.2% | +43.0% | +43.1% |
| 3Y | -20.1% | +57.1% | -77.2% | -28.0% |
| 5Y | -63.7% | -6.8% | -56.9% | -65.0% |
| 10Y | -36.3% | +200.4% | -236.7% | -53.8% |
| All | -14.8% | +101.5% | -116.3% | -34.4% |
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