-22.5%
BB vs ALLY
-9.5%
-13.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.3% |
| 7D | +3.8% | +0.9% | +2.9% | +3.2% |
| 30D | -0.3% | +3.1% | -3.4% | -1.9% |
| 3M | -0.5% | -12.6% | +12.1% | +6.6% |
| 6M | +45.9% | -12.4% | +58.3% | +55.7% |
| YTD | +130.6% | -13.2% | +143.8% | +146.2% |
| 1Y | +89.2% | +1.8% | +87.4% | +85.0% |
| 3Y | +137.5% | +58.0% | +79.5% | +78.5% |
| All | -22.5% | -9.5% | -13.0% | -22.0% |
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 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