+21.9%
BDX vs ALLY
+5.4%
+16.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.2% |
| 7D | -4.3% | +1.0% | -5.3% | -4.5% |
| 30D | +1.3% | -3.3% | +4.6% | +2.1% |
| 3M | +20.2% | +0.5% | +19.8% | +20.0% |
| 6M | +8.6% | +12.6% | -4.0% | +5.3% |
| YTD | +19.0% | -4.7% | +23.7% | +20.3% |
| All | +21.9% | +5.4% | +16.5% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling