+290.2%
BN vs ALLY
+174.3%
+116.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | +14.0% | +5.2% | +8.7% | +11.4% |
| 3M | -9.0% | -13.3% | +4.3% | -2.8% |
| 6M | -8.8% | -6.7% | -2.2% | -6.0% |
| YTD | -10.3% | -12.8% | +2.6% | -4.8% |
| 1Y | -5.8% | +0.7% | -6.5% | -6.7% |
| 3Y | +94.8% | +65.2% | +29.6% | +51.1% |
| 5Y | +31.5% | -10.1% | +41.6% | +27.8% |
| All | +290.2% | +174.3% | +116.0% | +133.5% |
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 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