+37.8%
ALAB vs BABA
-37.8%
+75.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.3% |
| 7D | +3.4% | -3.6% | +7.0% | +4.3% |
| 30D | -28.8% | -8.4% | -20.4% | -26.4% |
| 3M | -26.0% | -20.6% | -5.4% | -18.4% |
| 6M | +11.4% | -25.4% | +36.7% | +27.8% |
| YTD | +38.8% | -30.1% | +68.9% | +66.1% |
| 1Y | +37.8% | -36.3% | +74.1% | +75.2% |
| All | +37.8% | -37.8% | +75.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling