-28.9%
BB vs ALLY
+1.6%
-30.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -5.6% | +3.7% | -9.3% | -7.5% |
| 30D | -11.8% | -2.3% | -9.5% | -10.7% |
| 3M | -25.5% | +3.8% | -29.4% | -27.0% |
| 6M | +121.3% | +9.7% | +111.6% | +109.9% |
| YTD | +103.2% | -1.4% | +104.6% | +103.4% |
| 1Y | +102.6% | +8.2% | +94.4% | +91.3% |
| 3Y | +37.5% | +66.5% | -29.0% | +0.3% |
| All | -28.9% | +1.6% | -30.5% | -35.2% |
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