-33.8%
BABA vs ALLY
+0.9%
-34.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.7% |
| 7D | +8.6% | -1.1% | +9.7% | +8.5% |
| 30D | -1.1% | +4.2% | -5.3% | -1.3% |
| 3M | -15.9% | -12.4% | -3.5% | -15.3% |
| 6M | -17.5% | -8.7% | -8.9% | -17.1% |
| YTD | -25.6% | -11.6% | -13.9% | -26.3% |
| 1Y | -33.8% | +0.2% | -34.0% | -33.8% |
| All | -33.8% | +0.9% | -34.7% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling