-16.6%
BX vs ALLY
+9.5%
-26.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | +3.7% | -8.1% | -6.5% |
| 30D | +0.1% | -2.3% | +2.3% | +1.4% |
| 3M | +16.0% | +3.8% | +12.2% | +12.8% |
| 6M | +21.6% | +9.7% | +11.9% | +14.1% |
| YTD | -8.9% | -1.4% | -7.5% | -9.1% |
| 1Y | -16.6% | +8.2% | -24.9% | -20.5% |
| All | -16.6% | +9.5% | -26.1% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling