+96.1%
BP vs ALLY
+101.5%
-5.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | -11.2% | -1.1% | -10.1% | -11.0% |
| 30D | -0.7% | +4.2% | -4.9% | -2.3% |
| 3M | +9.8% | -12.4% | +22.2% | +14.5% |
| 6M | -1.6% | -8.7% | +7.1% | +0.2% |
| YTD | +33.5% | -11.6% | +45.1% | +36.0% |
| 1Y | +31.7% | +0.2% | +31.6% | +27.7% |
| 3Y | +45.1% | +57.1% | -11.9% | +12.6% |
| 5Y | +105.9% | -6.8% | +112.8% | +87.5% |
| 10Y | +134.4% | +200.4% | -65.9% | +14.2% |
| All | +96.1% | +101.5% | -5.4% | +3.3% |
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