-39.4%
BIDU vs ALLY
+124.8%
-164.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.7% | +4.0% |
| 7D | +2.4% | +3.7% | -1.3% | +1.2% |
| 30D | -10.5% | -2.3% | -8.2% | -9.8% |
| 3M | -26.2% | +3.8% | -30.0% | -27.3% |
| 6M | -16.4% | +9.7% | -26.1% | -19.5% |
| YTD | -23.9% | -1.4% | -22.5% | -24.3% |
| 1Y | +1.3% | +8.2% | -7.0% | -2.6% |
| 3Y | -32.1% | +66.5% | -98.6% | -46.1% |
| 5Y | -39.0% | +1.2% | -40.2% | -44.1% |
| 10Y | -44.0% | +191.4% | -235.5% | -65.4% |
| All | -39.4% | +124.8% | -164.3% | -59.6% |
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