+43.3%
AMAT vs BABA
-34.6%
+77.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | -14.7% | +11.6% | -26.3% | -16.9% |
| 30D | -36.1% | +2.3% | -38.4% | -36.4% |
| 3M | -36.9% | -13.7% | -23.2% | -35.0% |
| 6M | -22.2% | -21.9% | -0.3% | -15.9% |
| YTD | +29.9% | -24.6% | +54.6% | +40.2% |
| 1Y | +43.3% | -34.1% | +77.4% | +59.2% |
| All | +43.3% | -34.6% | +77.9% | +59.2% |
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