+132.8%
AMAT vs BABA
+32.7%
+100.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.6% | -16.2% | -14.2% |
| 7D | -24.3% | +8.6% | -32.9% | -26.0% |
| 30D | -39.8% | -1.1% | -38.7% | -39.7% |
| 3M | -40.2% | -15.9% | -24.3% | -37.8% |
| 6M | -22.1% | -17.5% | -4.6% | -18.9% |
| YTD | +24.7% | -25.6% | +50.3% | +32.8% |
| 1Y | +33.3% | -33.8% | +67.1% | +46.2% |
| All | +132.8% | +32.7% | +100.2% | +101.6% |
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