+92.2%
BP vs ALLY
+124.8%
-32.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +3.9% | +3.7% | +0.3% | +2.6% |
| 30D | +7.6% | -2.3% | +9.9% | +8.3% |
| 3M | +0.7% | +3.8% | -3.1% | -1.4% |
| 6M | +15.5% | +9.7% | +5.8% | +9.6% |
| YTD | +30.8% | -1.4% | +32.2% | +28.7% |
| 1Y | +34.3% | +8.2% | +26.1% | +26.7% |
| 3Y | +35.1% | +66.5% | -31.4% | +2.8% |
| 5Y | +126.8% | +1.2% | +125.6% | +101.1% |
| 10Y | +123.4% | +191.4% | -68.1% | +11.3% |
| All | +92.2% | +124.8% | -32.7% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling