+3.1%
BB vs ALLY
+178.4%
-175.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.6% |
| 7D | +0.5% | +1.0% | -0.5% | 0.0% |
| 30D | -12.4% | -3.3% | -9.1% | -11.1% |
| 3M | -15.3% | +0.5% | -15.7% | -15.5% |
| 6M | +128.8% | +12.6% | +116.2% | +117.0% |
| YTD | +107.7% | -4.7% | +112.3% | +110.9% |
| 1Y | +103.9% | +5.2% | +98.7% | +97.3% |
| 3Y | +72.6% | +66.5% | +6.1% | +36.2% |
| 5Y | -24.3% | +0.2% | -24.5% | -29.2% |
| 10Y | +3.1% | +180.8% | -177.6% | -31.4% |
| All | +3.1% | +178.4% | -175.2% | -31.4% |
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 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