+38.3%
BN vs ALLY
+1.6%
+36.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | +3.7% | -6.1% | -4.2% |
| 30D | -9.5% | -2.3% | -7.2% | -8.5% |
| 3M | -10.4% | +3.8% | -14.2% | -12.2% |
| 6M | -6.4% | +9.7% | -16.1% | -10.9% |
| YTD | -11.9% | -1.4% | -10.5% | -11.8% |
| 1Y | -8.6% | +8.2% | -16.9% | -12.8% |
| 3Y | +77.6% | +66.5% | +11.1% | +35.1% |
| All | +38.3% | +1.6% | +36.7% | +19.4% |
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