+130.2%
BP vs ALLY
+189.4%
-59.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -11.6% | +0.9% | -12.6% | -12.0% |
| 30D | 0.0% | +3.1% | -3.0% | -1.2% |
| 3M | +6.7% | -12.6% | +19.3% | +11.3% |
| 6M | +2.2% | -12.4% | +14.6% | +5.6% |
| YTD | +33.0% | -13.2% | +46.1% | +36.3% |
| 1Y | +30.7% | +1.8% | +28.9% | +26.0% |
| 3Y | +44.2% | +58.0% | -13.8% | +11.8% |
| 5Y | +105.1% | -8.4% | +113.6% | +89.0% |
| All | +130.2% | +189.4% | -59.1% | +27.4% |
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 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