+33.8%
BX vs ALLY
+54.4%
-20.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.8% |
| 7D | +1.8% | +0.9% | +0.9% | +1.3% |
| 30D | +7.9% | +3.1% | +4.8% | +6.1% |
| 3M | -9.6% | -12.6% | +3.0% | -1.9% |
| 6M | -2.3% | -12.4% | +10.2% | +5.7% |
| YTD | -19.3% | -13.2% | -6.1% | -12.5% |
| 1Y | -13.2% | +1.8% | -15.1% | -14.6% |
| 3Y | +33.8% | +58.0% | -24.2% | +1.4% |
| All | +33.8% | +54.4% | -20.6% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling