+732.8%
BX vs ALLY
+124.8%
+607.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | +3.7% | -8.1% | -6.1% |
| 30D | +0.1% | -2.3% | +2.3% | +1.2% |
| 3M | +16.0% | +3.8% | +12.2% | +13.6% |
| 6M | +21.6% | +9.7% | +11.9% | +15.6% |
| YTD | -8.9% | -1.4% | -7.5% | -8.5% |
| 1Y | -16.6% | +8.2% | -24.9% | -20.4% |
| 3Y | +43.3% | +66.5% | -23.1% | +7.8% |
| 5Y | +25.7% | +1.2% | +24.5% | +16.5% |
| 10Y | +689.5% | +191.4% | +498.1% | +298.2% |
| All | +732.8% | +124.8% | +607.9% | +353.7% |
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