+272.4%
BBY vs ALLY
+172.1%
+100.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +4.0% | -2.1% | +6.2% | +5.0% |
| 30D | +17.6% | +2.0% | +15.6% | +16.8% |
| 3M | +25.9% | -13.3% | +39.2% | +33.7% |
| 6M | +85.1% | -9.9% | +95.0% | +92.9% |
| YTD | +60.6% | -13.5% | +74.2% | +69.6% |
| 1Y | +40.2% | -2.8% | +43.0% | +40.8% |
| 3Y | +86.6% | +63.4% | +23.2% | +48.1% |
| 5Y | -3.7% | -10.9% | +7.2% | -6.6% |
| All | +272.4% | +172.1% | +100.3% | +99.7% |
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 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