+641.7%
BE vs ALLY
+74.8%
+566.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.1% | -2.9% |
| 7D | -13.4% | -0.7% | -12.7% | -13.0% |
| 30D | -33.9% | +1.1% | -35.0% | -34.5% |
| 3M | -12.0% | -13.2% | +1.2% | -4.2% |
| 6M | -29.0% | -13.5% | -15.5% | -22.7% |
| YTD | +113.4% | -14.3% | +127.7% | +131.9% |
| 1Y | +33.2% | -1.1% | +34.3% | +32.6% |
| 3Y | +1,659.2% | +62.0% | +1,597.2% | +1,132.5% |
| 5Y | +461.4% | -9.6% | +471.0% | +452.3% |
| All | +641.7% | +74.8% | +566.8% | +233.0% |
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