+69.2%
BKR vs ALLY
+98.8%
-29.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | -10.3% | +5.2% | -15.5% | -12.7% |
| 3M | -21.7% | -13.3% | -8.4% | -17.0% |
| 6M | -23.8% | -6.7% | -17.1% | -22.3% |
| YTD | +10.3% | -12.8% | +23.1% | +14.7% |
| 1Y | +5.7% | +0.7% | +5.0% | +2.6% |
| 3Y | +52.6% | +65.2% | -12.6% | +12.1% |
| 5Y | +127.1% | -10.1% | +137.2% | +109.2% |
| 10Y | +56.5% | +177.0% | -120.5% | -27.5% |
| All | +69.2% | +98.8% | -29.6% | -15.6% |
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