+249.6%
ALAB vs BABA
+50.2%
+199.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -3.7% | +17.4% | +14.8% |
| 7D | -5.6% | +3.8% | -9.4% | -7.1% |
| 30D | -36.6% | -5.4% | -31.2% | -35.8% |
| 3M | -35.1% | -17.9% | -17.2% | -31.7% |
| 6M | +8.5% | -24.1% | +32.6% | +16.7% |
| YTD | +30.4% | -27.4% | +57.8% | +42.1% |
| 1Y | +31.0% | -36.1% | +67.1% | +47.4% |
| All | +249.6% | +50.2% | +199.4% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling