+86.0%
BMY vs ALLY
+98.1%
-12.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | -0.5% | +0.9% | -1.5% | -0.7% |
| 30D | +4.1% | +3.1% | +1.0% | +3.6% |
| 3M | -2.1% | -12.6% | +10.4% | -0.3% |
| 6M | +12.2% | -12.4% | +24.6% | +14.2% |
| YTD | +20.3% | -13.2% | +33.5% | +22.3% |
| 1Y | +39.2% | +1.8% | +37.4% | +38.2% |
| 3Y | +35.6% | +58.0% | -22.4% | +24.1% |
| 5Y | +28.6% | -8.4% | +37.0% | +25.1% |
| 10Y | +73.9% | +195.3% | -121.4% | +29.4% |
| All | +86.0% | +98.1% | -12.0% | +47.7% |
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 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