+296.6%
BN vs ALLY
+172.1%
+124.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -0.3% | -2.1% | +1.9% | +0.7% |
| 30D | +13.6% | +2.0% | +11.6% | +12.6% |
| 3M | -6.7% | -13.3% | +6.7% | -0.2% |
| 6M | -9.0% | -9.9% | +0.9% | -4.6% |
| YTD | -8.8% | -13.5% | +4.7% | -2.9% |
| 1Y | -10.6% | -2.8% | -7.8% | -9.9% |
| 3Y | +98.8% | +63.4% | +35.3% | +55.0% |
| 5Y | +33.6% | -10.9% | +44.5% | +30.4% |
| All | +296.6% | +172.1% | +124.6% | +138.3% |
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