+23.2%
BDX vs ALLY
-9.5%
+32.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +7.1% | +0.9% | +6.1% | +6.9% |
| 30D | +17.6% | +3.1% | +14.5% | +17.0% |
| 3M | +20.4% | -12.6% | +32.9% | +23.0% |
| 6M | +48.3% | -12.4% | +60.7% | +51.3% |
| YTD | +41.6% | -13.2% | +54.7% | +44.4% |
| 1Y | +55.7% | +1.8% | +53.9% | +54.9% |
| 3Y | +10.6% | +58.0% | -47.3% | +1.4% |
| All | +23.2% | -9.5% | +32.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling