+656.6%
BX vs ALLY
+95.5%
+561.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.1% |
| 7D | +3.7% | -0.7% | +4.3% | +4.1% |
| 30D | +8.2% | +1.1% | +7.1% | +7.8% |
| 3M | -12.7% | -13.2% | +0.5% | -6.0% |
| 6M | +1.0% | -13.5% | +14.4% | +8.8% |
| YTD | -17.2% | -14.3% | -2.9% | -10.5% |
| 1Y | -11.6% | -1.1% | -10.4% | -11.3% |
| 3Y | +36.8% | +62.0% | -25.3% | +5.1% |
| 5Y | +4.8% | -9.6% | +14.5% | +3.9% |
| 10Y | +672.8% | +176.0% | +496.8% | +302.4% |
| All | +656.6% | +95.5% | +561.1% | +343.7% |
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