+19.2%
BABA vs ALLY
+121.7%
-102.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +3.9% |
| 7D | +4.3% | +2.4% | +1.9% | +3.6% |
| 30D | -5.0% | +5.6% | -10.5% | -6.5% |
| 3M | -18.4% | -11.7% | -6.7% | -15.7% |
| 6M | -20.3% | -7.0% | -13.2% | -19.1% |
| YTD | -27.5% | -10.4% | -17.1% | -26.0% |
| 1Y | -35.3% | +2.4% | -37.7% | -36.6% |
| 3Y | +31.2% | +59.2% | -28.1% | +9.4% |
| 5Y | -32.1% | -5.0% | -27.1% | -36.1% |
| 10Y | +14.7% | +204.5% | -189.8% | -26.3% |
| All | +19.2% | +121.7% | -102.5% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling