+337.7%
BHP vs ALLY
+172.1%
+165.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +2.5% | -2.1% | +4.6% | +3.2% |
| 30D | -5.2% | +2.0% | -7.2% | -6.0% |
| 3M | -8.7% | -13.3% | +4.6% | -4.3% |
| 6M | -6.9% | -9.9% | +3.0% | -3.9% |
| YTD | +39.0% | -13.5% | +52.5% | +44.9% |
| 1Y | +48.9% | -2.8% | +51.8% | +48.8% |
| 3Y | +55.4% | +63.4% | -8.1% | +23.0% |
| 5Y | +119.2% | -10.9% | +130.1% | +108.9% |
| All | +337.7% | +172.1% | +165.6% | +153.3% |
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 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