+31.2%
BLK vs ALLY
-1.1%
+32.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.7% |
| 7D | -2.7% | -1.9% | -0.7% | -1.9% |
| 30D | -4.8% | -4.5% | -0.3% | -2.9% |
| 3M | +6.5% | -2.8% | +9.3% | +7.6% |
| 6M | +13.1% | +10.3% | +2.8% | +8.3% |
| YTD | +1.8% | -5.7% | +7.5% | +3.8% |
| 1Y | -1.0% | +3.9% | -4.9% | -3.3% |
| 3Y | +66.0% | +64.7% | +1.2% | +28.7% |
| 5Y | +31.2% | -2.6% | +33.8% | +20.3% |
| All | +31.2% | -1.1% | +32.4% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling