+16.0%
BABA vs ALLY
+191.1%
-175.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +3.7% | -8.4% | -5.7% |
| 30D | -11.9% | -2.3% | -9.6% | -11.5% |
| 3M | -9.3% | +3.8% | -13.1% | -10.4% |
| 6M | -14.2% | +9.7% | -24.0% | -16.9% |
| YTD | -22.0% | -1.4% | -20.6% | -22.4% |
| 1Y | -12.7% | +8.2% | -20.9% | -15.6% |
| 3Y | +26.7% | +66.5% | -39.8% | +5.0% |
| 5Y | -29.3% | +1.2% | -30.5% | -34.9% |
| All | +16.0% | +191.1% | -175.2% | -8.3% |
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