+104.4%
BDX vs ALLY
+174.3%
-69.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +15.4% | +5.2% | +10.2% | +14.6% |
| 3M | +20.5% | -13.3% | +33.8% | +22.9% |
| 6M | +53.2% | -6.7% | +59.8% | +54.5% |
| YTD | +45.7% | -12.8% | +58.5% | +48.1% |
| 1Y | +47.3% | +0.7% | +46.6% | +46.8% |
| 3Y | +25.1% | +65.2% | -40.2% | +15.2% |
| 5Y | +27.4% | -10.1% | +37.6% | +23.7% |
| All | +104.4% | +174.3% | -69.8% | +80.8% |
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