-65.9%
BBWI vs ALLY
+1.6%
-67.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.5% | +3.7% | -2.2% | -0.6% |
| 30D | -5.2% | -2.3% | -2.9% | -4.0% |
| 3M | +11.1% | +3.8% | +7.3% | +8.8% |
| 6M | -13.4% | +9.7% | -23.1% | -17.7% |
| YTD | +0.1% | -1.4% | +1.5% | +0.7% |
| 1Y | -36.1% | +8.2% | -44.4% | -39.1% |
| 3Y | -44.1% | +66.5% | -110.6% | -58.5% |
| All | -65.9% | +1.6% | -67.5% | -69.2% |
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