-16.6%
BB vs ALLY
+101.5%
-118.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.1% | -3.9% |
| 7D | -8.9% | -1.1% | -7.8% | -8.4% |
| 30D | -12.6% | +4.2% | -16.8% | -14.1% |
| 3M | -4.1% | -12.4% | +8.3% | +1.4% |
| 6M | +49.5% | -8.7% | +58.1% | +55.0% |
| YTD | +120.8% | -11.6% | +132.5% | +131.6% |
| 1Y | +76.2% | +0.2% | +76.1% | +74.7% |
| 3Y | +123.8% | +57.1% | +66.7% | +80.8% |
| 5Y | -24.3% | -6.8% | -17.4% | -26.9% |
| 10Y | +20.1% | +200.4% | -180.3% | -32.0% |
| All | -16.6% | +101.5% | -118.1% | -47.0% |
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 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