-50.8%
BIDU vs ALLY
+190.4%
-241.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -5.2% | -3.3% | -2.0% | -4.1% |
| 30D | -14.5% | -4.1% | -10.4% | -13.3% |
| 3M | -22.9% | +1.4% | -24.3% | -23.4% |
| 6M | -27.8% | +14.4% | -42.2% | -31.4% |
| YTD | -30.7% | -4.9% | -25.7% | -30.2% |
| 1Y | -15.8% | +5.5% | -21.4% | -18.3% |
| 3Y | -33.2% | +66.0% | -99.3% | -47.1% |
| 5Y | -44.8% | -2.4% | -42.4% | -48.8% |
| All | -50.8% | +190.4% | -241.2% | -64.8% |
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 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