+576.6%
BBY vs ALLY
+98.6%
+478.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | +3.7% | -2.8% | +6.5% | +5.0% |
| 30D | +20.9% | +1.9% | +19.0% | +20.2% |
| 3M | +27.6% | -12.1% | +39.7% | +34.6% |
| 6M | +86.9% | -9.0% | +95.9% | +93.9% |
| YTD | +63.3% | -12.9% | +76.3% | +71.8% |
| 1Y | +42.6% | -0.1% | +42.7% | +41.6% |
| 3Y | +89.8% | +64.6% | +25.2% | +50.9% |
| 5Y | -0.1% | -10.1% | +10.0% | -3.4% |
| 10Y | +294.3% | +176.7% | +117.6% | +118.2% |
| All | +576.6% | +98.6% | +478.0% | +297.4% |
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