+593.0%
BE vs ALLY
+77.2%
+515.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.5% | -11.6% |
| 7D | -14.7% | +0.9% | -15.7% | -15.4% |
| 30D | -40.5% | +3.1% | -43.6% | -41.8% |
| 3M | -24.3% | -12.6% | -11.8% | -17.9% |
| 6M | -39.3% | -12.4% | -26.9% | -34.4% |
| YTD | +99.4% | -13.2% | +112.5% | +114.9% |
| 1Y | +26.6% | +1.8% | +24.8% | +23.7% |
| 3Y | +1,616.9% | +58.0% | +1,559.0% | +1,122.0% |
| 5Y | +441.4% | -8.4% | +449.8% | +428.3% |
| All | +593.0% | +77.2% | +515.8% | +208.7% |
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