+451.3%
BLK vs ALLY
+98.8%
+352.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +3.7% | +0.4% | +3.4% | +3.6% |
| 30D | +13.9% | +5.2% | +8.6% | +11.5% |
| 3M | +3.9% | -13.3% | +17.2% | +10.3% |
| 6M | +13.0% | -6.7% | +19.6% | +16.1% |
| YTD | +16.1% | -12.8% | +29.0% | +22.4% |
| 1Y | +16.8% | +0.7% | +16.1% | +15.8% |
| 3Y | +97.7% | +65.2% | +32.4% | +53.6% |
| 5Y | +42.1% | -10.1% | +52.3% | +36.8% |
| 10Y | +321.3% | +177.0% | +144.3% | +128.0% |
| All | +451.3% | +98.8% | +352.5% | +230.3% |
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 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