-43.7%
BBWI vs ALLY
+201.0%
-244.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.3% |
| 7D | -6.2% | -0.2% | -6.0% | -5.9% |
| 30D | +25.5% | +3.4% | +22.0% | +22.9% |
| 3M | +8.0% | -11.1% | +19.0% | +16.2% |
| 6M | +12.7% | -11.5% | +24.2% | +21.6% |
| YTD | +11.6% | -12.3% | +24.0% | +20.9% |
| 1Y | -0.9% | +1.1% | -2.0% | -1.6% |
| 3Y | -22.7% | +64.8% | -87.5% | -45.4% |
| 5Y | -67.2% | -6.9% | -60.3% | -68.4% |
| 10Y | -43.7% | +194.9% | -238.6% | -77.8% |
| All | -43.7% | +201.0% | -244.7% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling