+4.8%
BP vs ALLY
-12.1%
+16.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +2.1% |
| 7D | -0.8% | -2.8% | +2.0% | -1.9% |
| 30D | -3.1% | +1.9% | -5.0% | -2.1% |
| 3M | +6.2% | -12.1% | +18.3% | +0.1% |
| 6M | +4.8% | -9.0% | +13.8% | +0.3% |
| All | +4.8% | -12.1% | +16.9% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling