-8.6%
BN vs ALLY
+9.5%
-18.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | +3.7% | -6.1% | -4.3% |
| 30D | -9.5% | -2.3% | -7.2% | -8.4% |
| 3M | -10.4% | +3.8% | -14.2% | -12.6% |
| 6M | -6.4% | +9.7% | -16.1% | -11.6% |
| YTD | -11.9% | -1.4% | -10.5% | -11.8% |
| 1Y | -8.6% | +8.2% | -16.9% | -13.0% |
| All | -8.6% | +9.5% | -18.1% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling