+35.0%
BN vs ALLY
-10.3%
+45.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.6% |
| 7D | -2.4% | -2.8% | +0.4% | -1.0% |
| 30D | +13.5% | +1.9% | +11.6% | +12.6% |
| 3M | -5.9% | -12.1% | +6.2% | +0.3% |
| 6M | -8.9% | -9.0% | +0.1% | -4.7% |
| YTD | -7.9% | -12.9% | +5.1% | -1.9% |
| 1Y | -8.3% | -0.1% | -8.2% | -8.8% |
| 3Y | +100.8% | +64.6% | +36.2% | +53.3% |
| All | +35.0% | -10.3% | +45.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling