+47.5%
BP vs ALLY
+60.4%
-12.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -6.3% | -0.7% | -5.7% | -6.3% |
| 30D | -3.6% | +1.1% | -4.8% | -3.8% |
| 3M | +5.2% | -13.2% | +18.4% | +6.7% |
| 6M | +5.3% | -13.5% | +18.8% | +6.6% |
| YTD | +33.1% | -14.3% | +47.4% | +34.8% |
| 1Y | +26.3% | -1.1% | +27.4% | +23.7% |
| 3Y | +47.5% | +62.0% | -14.5% | +33.4% |
| All | +47.5% | +60.4% | -12.9% | +33.4% |
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 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