+203.4%
BHP vs ALLY
+98.1%
+105.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.3% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | -6.3% | +3.1% | -9.3% | -7.4% |
| 3M | -7.1% | -12.6% | +5.4% | -2.6% |
| 6M | -3.2% | -12.4% | +9.2% | +1.1% |
| YTD | +37.9% | -13.2% | +51.0% | +43.9% |
| 1Y | +49.7% | +1.8% | +47.9% | +46.8% |
| 3Y | +51.7% | +58.0% | -6.3% | +19.4% |
| 5Y | +122.0% | -8.4% | +130.5% | +107.3% |
| 10Y | +382.4% | +195.3% | +187.1% | +127.1% |
| All | +203.4% | +98.1% | +105.3% | +64.9% |
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