-27.6%
BIDU vs ALLY
+64.0%
-91.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -2.3% | -2.1% | -0.2% | -1.9% |
| 30D | -7.3% | +2.0% | -9.3% | -7.7% |
| 3M | -26.0% | -13.3% | -12.6% | -23.8% |
| 6M | -44.5% | -9.9% | -34.7% | -43.4% |
| YTD | -40.6% | -13.5% | -27.0% | -39.0% |
| 1Y | -39.8% | -2.8% | -37.0% | -39.7% |
| All | -27.6% | +64.0% | -91.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling