-31.8%
BIDU vs ALLY
+69.8%
-101.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.3% | -3.6% | -6.2% |
| 7D | -2.4% | +1.0% | -3.5% | -2.6% |
| 30D | -15.6% | -3.3% | -12.3% | -15.0% |
| 3M | -22.3% | +0.5% | -22.7% | -22.4% |
| 6M | -22.3% | +12.6% | -34.9% | -24.3% |
| YTD | -29.2% | -4.7% | -24.5% | -28.7% |
| 1Y | -14.8% | +5.2% | -20.0% | -16.2% |
| 3Y | -31.8% | +66.5% | -98.3% | -36.5% |
| All | -31.8% | +69.8% | -101.6% | -36.5% |
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