+214.5%
BDX vs ALLY
+95.5%
+119.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | +7.3% | -0.7% | +7.9% | +7.4% |
| 30D | +15.7% | +1.1% | +14.6% | +15.5% |
| 3M | +19.1% | -13.2% | +32.2% | +21.5% |
| 6M | +44.1% | -13.5% | +57.6% | +47.0% |
| YTD | +42.1% | -14.3% | +56.4% | +44.8% |
| 1Y | +52.6% | -1.1% | +53.8% | +52.5% |
| 3Y | +22.6% | +62.0% | -39.4% | +12.8% |
| 5Y | +23.3% | -9.6% | +33.0% | +19.7% |
| 10Y | +84.8% | +176.0% | -91.1% | +47.0% |
| All | +214.5% | +95.5% | +119.0% | +166.7% |
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 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