+269.1%
BLK vs ALLY
+190.4%
+78.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -5.2% | -3.3% | -1.9% | -3.9% |
| 30D | -7.0% | -4.1% | -3.0% | -5.5% |
| 3M | +5.7% | +1.4% | +4.3% | +4.9% |
| 6M | +11.0% | +14.4% | -3.4% | +4.7% |
| YTD | +0.9% | -4.9% | +5.8% | +2.6% |
| 1Y | -1.6% | +5.5% | -7.2% | -4.6% |
| 3Y | +64.5% | +66.0% | -1.6% | +27.3% |
| 5Y | +30.9% | -2.4% | +33.2% | +21.2% |
| All | +269.1% | +190.4% | +78.7% | +104.7% |
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