+247.2%
AMAT vs BABA
-30.9%
+278.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.0% |
| 7D | -1.5% | -4.8% | +3.3% | -0.3% |
| 30D | -14.8% | -11.9% | -2.9% | -12.4% |
| 3M | -9.3% | -9.3% | 0.0% | -7.6% |
| 6M | +27.4% | -14.2% | +41.6% | +31.1% |
| YTD | +77.6% | -22.0% | +99.6% | +86.6% |
| 1Y | +188.9% | -12.7% | +201.7% | +194.6% |
| 3Y | +202.3% | +26.7% | +175.6% | +172.0% |
| All | +247.2% | -30.9% | +278.1% | +227.1% |
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 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