+207.4%
ALAB vs BABA
+56.0%
+151.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +5.9% |
| 7D | -26.3% | +11.6% | -37.9% | -29.1% |
| 30D | -50.1% | +2.3% | -52.4% | -50.6% |
| 3M | -42.5% | -13.7% | -28.8% | -40.2% |
| 6M | -10.8% | -21.9% | +11.1% | -4.8% |
| YTD | +14.6% | -24.6% | +39.3% | +23.8% |
| 1Y | +17.1% | -34.1% | +51.2% | +30.8% |
| All | +207.4% | +56.0% | +151.4% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling