+666.0%
BX vs ALLY
+99.9%
+566.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.3% |
| 7D | +3.3% | -0.2% | +3.5% | +3.5% |
| 30D | +9.6% | +3.4% | +6.1% | +7.9% |
| 3M | -8.7% | -11.1% | +2.4% | -2.9% |
| 6M | +2.2% | -11.5% | +13.7% | +8.9% |
| YTD | -16.2% | -12.3% | -3.9% | -10.4% |
| 1Y | -11.5% | +1.1% | -12.6% | -12.2% |
| 3Y | +41.0% | +64.8% | -23.8% | +7.4% |
| 5Y | +1.1% | -6.9% | +8.0% | -1.3% |
| 10Y | +710.1% | +194.9% | +515.2% | +307.8% |
| All | +666.0% | +99.9% | +566.1% | +344.1% |
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