+701.6%
BE vs ALLY
+82.7%
+618.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.2% | -8.8% |
| 7D | -12.1% | +2.4% | -14.5% | -13.7% |
| 30D | -30.1% | +5.6% | -35.7% | -32.7% |
| 3M | -12.1% | -11.7% | -0.4% | -5.5% |
| 6M | -30.6% | -7.0% | -23.5% | -27.9% |
| YTD | +130.6% | -10.4% | +141.1% | +143.2% |
| 1Y | +55.3% | +2.4% | +52.9% | +50.9% |
| 3Y | +1,755.6% | +59.2% | +1,696.3% | +1,211.9% |
| 5Y | +564.5% | -5.0% | +569.5% | +532.1% |
| All | +701.6% | +82.7% | +618.9% | +249.3% |
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