+135.7%
BP vs ALLY
+182.4%
-46.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | -0.8% | -2.8% | +2.0% | +0.2% |
| 30D | -3.1% | +1.9% | -5.0% | -4.0% |
| 3M | +6.2% | -12.1% | +18.3% | +10.5% |
| 6M | +4.8% | -9.0% | +13.8% | +6.9% |
| YTD | +35.2% | -12.9% | +48.1% | +38.4% |
| 1Y | +27.4% | -0.1% | +27.5% | +23.6% |
| 3Y | +49.8% | +64.6% | -14.8% | +14.2% |
| 5Y | +109.4% | -10.1% | +119.5% | +94.7% |
| 10Y | +135.7% | +176.7% | -41.0% | +29.8% |
| All | +135.7% | +182.4% | -46.7% | +29.8% |
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