+15.8%
BABA vs ALLY
+201.0%
-185.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.0% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -5.4% | +3.4% | -8.8% | -6.3% |
| 3M | -17.9% | -11.1% | -6.9% | -15.6% |
| 6M | -24.1% | -11.5% | -12.6% | -22.0% |
| YTD | -27.4% | -12.3% | -15.1% | -25.6% |
| 1Y | -36.1% | +1.1% | -37.2% | -37.1% |
| 3Y | +35.4% | +64.8% | -29.4% | +12.4% |
| 5Y | -30.1% | -6.9% | -23.2% | -33.9% |
| 10Y | +15.8% | +194.9% | -179.1% | -1.6% |
| All | +15.8% | +201.0% | -185.2% | -1.6% |
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