-27.7%
BBWI vs ALLY
+124.8%
-152.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 6M | -13.4% | +9.7% | -23.1% | -17.9% |
| YTD | +0.1% | -1.4% | +1.5% | +0.7% |
| 1Y | -36.1% | +8.2% | -44.4% | -39.3% |
| 3Y | -44.1% | +66.5% | -110.6% | -59.7% |
| 5Y | -66.2% | +1.2% | -67.4% | -69.1% |
| 10Y | -54.8% | +191.4% | -246.2% | -78.8% |
| All | -27.7% | +124.8% | -152.6% | -63.7% |
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