+142.2%
BP vs ALLY
+174.3%
-32.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | -5.3% | +5.2% | -10.5% | -7.1% |
| 3M | +9.3% | -13.3% | +22.6% | +14.2% |
| 6M | +7.2% | -6.7% | +13.9% | +8.4% |
| YTD | +38.0% | -12.8% | +50.9% | +41.3% |
| 1Y | +33.2% | +0.7% | +32.5% | +28.9% |
| 3Y | +50.3% | +65.2% | -14.9% | +14.4% |
| 5Y | +114.1% | -10.1% | +124.2% | +99.1% |
| All | +142.2% | +174.3% | -32.1% | +32.5% |
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