+474.8%
BBY vs ALLY
+124.8%
+350.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.0% |
| 7D | +9.5% | +3.7% | +5.8% | +7.9% |
| 30D | +6.8% | -2.3% | +9.1% | +7.8% |
| 3M | +28.9% | +3.8% | +25.0% | +26.6% |
| 6M | +37.8% | +9.7% | +28.1% | +31.9% |
| YTD | +38.7% | -1.4% | +40.2% | +38.6% |
| 1Y | +23.7% | +8.2% | +15.5% | +18.5% |
| 3Y | +39.1% | +66.5% | -27.4% | +9.4% |
| 5Y | -0.4% | +1.2% | -1.6% | -8.7% |
| 10Y | +234.0% | +191.4% | +42.6% | +79.6% |
| All | +474.8% | +124.8% | +350.0% | +220.5% |
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