+450.3%
BN vs ALLY
+98.1%
+352.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +5.3% | +0.9% | +4.4% | +5.0% |
| 30D | +11.9% | +3.1% | +8.8% | +10.5% |
| 3M | -5.7% | -12.6% | +6.8% | 0.0% |
| 6M | -10.6% | -12.4% | +1.8% | -5.4% |
| YTD | -9.4% | -13.2% | +3.8% | -4.0% |
| 1Y | -8.8% | +1.8% | -10.6% | -9.9% |
| 3Y | +95.6% | +58.0% | +37.7% | +57.1% |
| 5Y | +30.2% | -8.4% | +38.6% | +25.8% |
| 10Y | +277.0% | +195.3% | +81.8% | +115.6% |
| All | +450.3% | +98.1% | +352.2% | +241.6% |
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