+25.1%
BIL vs ALLY
+101.5%
-76.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | -0.3% | -1.1% | +0.9% | -0.3% |
| 30D | 0.0% | +4.2% | -4.2% | 0.0% |
| 3M | +0.3% | -12.4% | +12.7% | +0.3% |
| 6M | +1.2% | -8.7% | +9.9% | +1.2% |
| YTD | +2.4% | -11.6% | +14.1% | +2.4% |
| 1Y | +3.0% | +0.2% | +2.9% | +3.0% |
| 3Y | +13.1% | +57.1% | -44.0% | +13.1% |
| 5Y | +19.4% | -6.8% | +26.2% | +19.4% |
| 10Y | +25.2% | +200.4% | -175.2% | +25.2% |
| All | +25.1% | +101.5% | -76.4% | +25.1% |
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