+403.3%
BLK vs ALLY
+124.8%
+278.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -3.6% | +3.7% | -7.3% | -5.1% |
| 30D | -1.0% | -2.3% | +1.3% | -0.1% |
| 3M | +10.4% | +3.8% | +6.5% | +8.4% |
| 6M | +8.2% | +9.7% | -1.5% | +3.8% |
| YTD | +6.0% | -1.4% | +7.4% | +6.2% |
| 1Y | +3.3% | +8.2% | -4.9% | -0.8% |
| 3Y | +70.3% | +66.5% | +3.8% | +31.5% |
| 5Y | +34.5% | +1.2% | +33.3% | +22.6% |
| 10Y | +281.9% | +191.4% | +90.5% | +102.2% |
| All | +403.3% | +124.8% | +278.5% | +186.4% |
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