+121.4%
BKR vs ALLY
+190.4%
-69.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.0% |
| 7D | -6.7% | -3.3% | -3.4% | -5.4% |
| 30D | -8.3% | -4.1% | -4.3% | -6.8% |
| 3M | -5.4% | +1.4% | -6.8% | -6.5% |
| 6M | +0.8% | +14.4% | -13.6% | -6.4% |
| YTD | +31.8% | -4.9% | +36.8% | +32.5% |
| 1Y | +28.6% | +5.5% | +23.0% | +22.3% |
| 3Y | +71.2% | +66.0% | +5.2% | +26.2% |
| 5Y | +179.2% | -2.4% | +181.6% | +149.6% |
| All | +121.4% | +190.4% | -69.0% | +16.7% |
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 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