-23.3%
BB vs ALLY
+124.8%
-148.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -5.6% | +3.7% | -9.3% | -7.1% |
| 30D | -11.8% | -2.3% | -9.5% | -10.9% |
| 3M | -25.5% | +3.8% | -29.4% | -26.7% |
| 6M | +121.3% | +9.7% | +111.6% | +112.2% |
| YTD | +103.2% | -1.4% | +104.6% | +103.5% |
| 1Y | +102.6% | +8.2% | +94.4% | +93.8% |
| 3Y | +37.5% | +66.5% | -29.0% | +8.3% |
| 5Y | -30.4% | +1.2% | -31.6% | -35.2% |
| 10Y | 0.0% | +191.4% | -191.4% | -42.4% |
| All | -23.3% | +124.8% | -148.2% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling