+491.3%
BE vs ALLY
-10.9%
+502.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.1% |
| 7D | +20.5% | -2.1% | +22.7% | +22.5% |
| 30D | -23.4% | +2.0% | -25.4% | -24.4% |
| 3M | -14.9% | -13.3% | -1.5% | -6.7% |
| 6M | -28.1% | -9.9% | -18.2% | -23.2% |
| YTD | +132.4% | -13.5% | +145.9% | +152.1% |
| 1Y | +59.4% | -2.8% | +62.2% | +60.3% |
| 3Y | +1,815.8% | +63.4% | +1,752.4% | +1,174.3% |
| 5Y | +491.3% | -10.9% | +502.2% | +477.4% |
| All | +491.3% | -10.9% | +502.2% | +477.4% |
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