-39.7%
BABA vs ALLY
-0.9%
-38.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.3% | -7.0% |
| 7D | -12.7% | -2.1% | -10.5% | -12.5% |
| 30D | -14.9% | +2.0% | -16.9% | -15.0% |
| 3M | -24.6% | -13.3% | -11.3% | -23.8% |
| 6M | -29.3% | -9.9% | -19.5% | -28.8% |
| YTD | -35.0% | -13.5% | -21.5% | -35.2% |
| 1Y | -39.7% | -2.8% | -36.9% | -40.4% |
| All | -39.7% | -0.9% | -38.8% | -40.4% |
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 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