+435.1%
BN vs ALLY
+124.8%
+310.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.5% | +3.7% | -6.1% | -4.0% |
| 30D | -9.5% | -2.3% | -7.2% | -8.6% |
| 3M | -10.4% | +3.8% | -14.2% | -12.0% |
| 6M | -6.4% | +9.7% | -16.1% | -10.4% |
| YTD | -11.9% | -1.4% | -10.5% | -11.7% |
| 1Y | -8.6% | +8.2% | -16.9% | -12.3% |
| 3Y | +77.6% | +66.5% | +11.1% | +38.8% |
| 5Y | +37.0% | +1.2% | +35.8% | +26.1% |
| 10Y | +266.4% | +191.4% | +75.0% | +106.0% |
| All | +435.1% | +124.8% | +310.2% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling