+171.7%
BDX vs ALLY
+124.8%
+46.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -2.5% | +3.7% | -6.2% | -3.0% |
| 30D | +8.3% | -2.3% | +10.5% | +8.6% |
| 3M | +24.4% | +3.8% | +20.6% | +23.6% |
| 6M | +9.2% | +9.7% | -0.5% | +7.5% |
| YTD | +22.7% | -1.4% | +24.1% | +22.6% |
| 1Y | +25.9% | +8.2% | +17.6% | +24.0% |
| 3Y | -10.5% | +66.5% | -76.9% | -18.1% |
| 5Y | +1.9% | +1.2% | +0.7% | -2.8% |
| 10Y | +58.7% | +191.4% | -132.7% | +25.8% |
| All | +171.7% | +124.8% | +46.8% | +125.8% |
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 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