-8.5%
BX vs ALLY
+4.2%
-12.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.8% | +2.4% | +3.7% |
| 7D | +8.3% | +2.4% | +5.9% | +6.6% |
| 30D | +13.5% | +5.6% | +8.0% | +9.8% |
| 3M | -7.6% | -11.7% | +4.1% | -0.4% |
| 6M | +4.0% | -7.0% | +11.1% | +8.0% |
| YTD | -15.2% | -10.4% | -4.7% | -10.8% |
| 1Y | -8.5% | +2.4% | -10.8% | -9.3% |
| All | -8.5% | +4.2% | -12.7% | -9.3% |
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 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