+53.9%
BDX vs ALLY
+178.4%
-124.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.6% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | +1.3% | -3.3% | +4.6% | +1.7% |
| 3M | +20.2% | +0.5% | +19.8% | +20.1% |
| 6M | +8.6% | +12.6% | -4.0% | +6.7% |
| YTD | +19.0% | -4.7% | +23.7% | +19.4% |
| 1Y | +21.2% | +5.2% | +15.9% | +19.9% |
| 3Y | -9.7% | +66.5% | -76.2% | -17.0% |
| 5Y | -3.4% | +0.2% | -3.6% | -7.7% |
| 10Y | +53.9% | +180.8% | -126.9% | +40.9% |
| All | +53.9% | +178.4% | -124.5% | +40.9% |
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