+29.0%
BB vs ALLY
+201.0%
-172.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +5.1% |
| 7D | +15.0% | -0.2% | +15.2% | +15.1% |
| 30D | +3.5% | +3.4% | 0.0% | +2.0% |
| 3M | +2.7% | -11.1% | +13.7% | +7.8% |
| 6M | +44.7% | -11.5% | +56.2% | +52.0% |
| YTD | +143.3% | -12.3% | +155.6% | +155.9% |
| 1Y | +102.2% | +1.1% | +101.1% | +99.7% |
| 3Y | +156.1% | +64.8% | +91.3% | +103.6% |
| 5Y | -17.6% | -6.9% | -10.7% | -20.6% |
| 10Y | +29.0% | +194.9% | -166.0% | -13.3% |
| All | +29.0% | +201.0% | -172.1% | -13.3% |
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