+44.2%
BP vs ALLY
+54.4%
-10.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -11.6% | +0.9% | -12.6% | -11.7% |
| 30D | 0.0% | +3.1% | -3.0% | -0.3% |
| 3M | +6.7% | -12.6% | +19.3% | +8.2% |
| 6M | +2.2% | -12.4% | +14.6% | +3.3% |
| YTD | +33.0% | -13.2% | +46.1% | +34.5% |
| 1Y | +30.7% | +1.8% | +28.9% | +27.5% |
| 3Y | +44.2% | +58.0% | -13.8% | +31.5% |
| All | +44.2% | +54.4% | -10.2% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling