+27.5%
BB vs ALLY
+182.8%
-155.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | +0.1% |
| 7D | +11.6% | -0.7% | +12.3% | +12.0% |
| 30D | +2.6% | +1.1% | +1.4% | +2.1% |
| 3M | +3.5% | -13.2% | +16.7% | +9.8% |
| 6M | +43.5% | -13.5% | +57.0% | +52.1% |
| YTD | +141.2% | -14.3% | +155.4% | +156.1% |
| 1Y | +97.4% | -1.1% | +98.6% | +96.8% |
| 3Y | +151.1% | +62.0% | +89.1% | +101.1% |
| 5Y | -12.8% | -9.6% | -3.1% | -14.9% |
| 10Y | +27.5% | +176.0% | -148.5% | -14.0% |
| All | +27.5% | +182.8% | -155.3% | -14.0% |
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