-12.9%
BB vs ALLY
+98.1%
-111.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.1% |
| 7D | +3.8% | +0.9% | +2.9% | +3.4% |
| 30D | -0.3% | +3.1% | -3.4% | -1.6% |
| 3M | -0.5% | -12.6% | +12.1% | +5.3% |
| 6M | +45.9% | -12.4% | +58.3% | +53.9% |
| YTD | +130.6% | -13.2% | +143.8% | +143.5% |
| 1Y | +89.2% | +1.8% | +87.4% | +86.2% |
| 3Y | +137.5% | +58.0% | +79.5% | +91.5% |
| 5Y | -20.9% | -8.4% | -12.5% | -23.1% |
| 10Y | +25.4% | +195.3% | -169.9% | -28.5% |
| All | -12.9% | +98.1% | -111.0% | -44.3% |
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