+189.3%
ALAB vs BABA
+54.1%
+135.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +2.6% | -22.3% | -20.4% |
| 7D | -38.2% | +8.6% | -46.8% | -40.0% |
| 30D | -54.0% | -1.1% | -52.9% | -53.9% |
| 3M | -43.6% | -15.9% | -27.7% | -41.0% |
| 6M | -16.8% | -17.5% | +0.7% | -12.7% |
| YTD | +7.9% | -25.6% | +33.5% | +16.9% |
| 1Y | -1.4% | -33.8% | +32.5% | +10.0% |
| All | +189.3% | +54.1% | +135.3% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling