+86.0%
BMY vs ALLY
+99.9%
-13.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +5.1% | +3.4% | +1.7% | +4.6% |
| 3M | -3.0% | -11.1% | +8.1% | -1.4% |
| 6M | +13.1% | -11.5% | +24.5% | +14.9% |
| YTD | +20.3% | -12.3% | +32.7% | +22.1% |
| 1Y | +39.0% | +1.1% | +37.9% | +38.2% |
| 3Y | +42.0% | +64.8% | -22.8% | +29.2% |
| 5Y | +28.5% | -6.9% | +35.4% | +24.7% |
| 10Y | +57.5% | +194.9% | -137.4% | +17.3% |
| All | +86.0% | +99.9% | -13.9% | +47.5% |
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