+675.5%
BE vs ALLY
+78.8%
+596.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.3% |
| 30D | -30.9% | +3.4% | -34.3% | -32.5% |
| 3M | -11.6% | -11.1% | -0.6% | -5.3% |
| 6M | -25.7% | -11.5% | -14.2% | -20.3% |
| YTD | +123.1% | -12.3% | +135.5% | +138.9% |
| 1Y | +43.4% | +1.1% | +42.3% | +40.7% |
| 3Y | +1,683.6% | +64.8% | +1,618.8% | +1,135.8% |
| 5Y | +465.4% | -6.9% | +472.3% | +445.5% |
| All | +675.5% | +78.8% | +596.7% | +243.1% |
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