+400.4%
ALAB vs BABA
+61.4%
+339.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.4% |
| 7D | +7.2% | -4.8% | +12.0% | +8.8% |
| 30D | -2.5% | -11.9% | +9.4% | +0.9% |
| 3M | -13.3% | -9.3% | -4.0% | -11.2% |
| 6M | +172.8% | -14.2% | +187.1% | +182.8% |
| YTD | +86.6% | -22.0% | +108.6% | +100.0% |
| 1Y | +65.2% | -12.7% | +77.9% | +72.6% |
| All | +400.4% | +61.4% | +339.0% | +343.1% |
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