-15.4%
BB vs ALLY
-10.9%
-4.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +9.0% | -2.1% | +11.1% | +10.2% |
| 30D | +7.7% | +2.0% | +5.7% | +6.6% |
| 3M | +4.0% | -13.3% | +17.3% | +12.0% |
| 6M | +46.6% | -9.9% | +56.5% | +54.2% |
| YTD | +140.6% | -13.5% | +154.2% | +157.7% |
| 1Y | +103.1% | -2.8% | +105.9% | +103.8% |
| 3Y | +150.5% | +63.4% | +87.1% | +84.9% |
| 5Y | -15.4% | -10.9% | -4.5% | -13.1% |
| All | -15.4% | -10.9% | -4.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling