+261.6%
BN vs ALLY
+178.4%
+83.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.1% |
| 7D | -1.2% | +1.0% | -2.2% | -1.7% |
| 30D | -10.9% | -3.3% | -7.6% | -9.5% |
| 3M | -11.1% | +0.5% | -11.5% | -11.4% |
| 6M | -4.4% | +12.6% | -17.0% | -9.8% |
| YTD | -14.1% | -4.7% | -9.5% | -12.7% |
| 1Y | -11.1% | +5.2% | -16.3% | -13.8% |
| 3Y | +75.6% | +66.5% | +9.1% | +35.5% |
| 5Y | +35.8% | +0.2% | +35.6% | +25.0% |
| 10Y | +261.6% | +180.8% | +80.8% | +116.2% |
| All | +261.6% | +178.4% | +83.2% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling