+15.6%
BABA vs ALLY
+194.4%
-178.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.0% |
| 7D | +8.6% | -1.1% | +9.7% | +8.9% |
| 30D | -1.1% | +4.2% | -5.3% | -2.2% |
| 3M | -15.9% | -12.4% | -3.5% | -13.1% |
| 6M | -17.5% | -8.7% | -8.9% | -16.0% |
| YTD | -25.6% | -11.6% | -13.9% | -23.9% |
| 1Y | -33.8% | +0.2% | -34.0% | -34.7% |
| 3Y | +34.6% | +57.1% | -22.5% | +13.5% |
| 5Y | -27.7% | -6.8% | -20.8% | -31.6% |
| All | +15.6% | +194.4% | -178.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling