+117.7%
BKR vs ALLY
+117.4%
+0.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.1% |
| 7D | +0.4% | +1.0% | -0.6% | -0.1% |
| 30D | +3.9% | -3.3% | +7.1% | +5.3% |
| 3M | -1.1% | +0.5% | -1.5% | -1.9% |
| 6M | +7.6% | +12.6% | -5.0% | +0.6% |
| YTD | +41.9% | -4.7% | +46.6% | +42.5% |
| 1Y | +42.2% | +5.2% | +37.0% | +35.4% |
| 3Y | +84.3% | +66.5% | +17.8% | +35.1% |
| 5Y | +215.7% | +0.2% | +215.5% | +176.4% |
| 10Y | +130.9% | +180.8% | -49.9% | +7.1% |
| All | +117.7% | +117.4% | +0.3% | +4.9% |
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