+911.5%
BE vs ALLY
+101.1%
+810.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.1% |
| 7D | +20.0% | +3.7% | +16.3% | +17.3% |
| 30D | +7.9% | -2.3% | +10.2% | +9.6% |
| 3M | -13.2% | +3.8% | -17.0% | -15.3% |
| 6M | +53.5% | +9.7% | +43.8% | +44.3% |
| YTD | +191.0% | -1.4% | +192.4% | +190.8% |
| 1Y | +360.5% | +8.2% | +352.3% | +333.9% |
| 3Y | +1,568.0% | +66.5% | +1,501.5% | +1,053.7% |
| 5Y | +1,055.2% | +1.2% | +1,054.0% | +959.5% |
| All | +911.5% | +101.1% | +810.4% | +317.7% |
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