+1,793.8%
AMAT vs BABA
+20.7%
+1,773.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -4.9% |
| 7D | -11.2% | +4.3% | -15.5% | -12.6% |
| 30D | -31.9% | -5.0% | -26.9% | -30.8% |
| 3M | -32.3% | -18.4% | -14.0% | -28.1% |
| 6M | -5.4% | -20.3% | +14.9% | +0.5% |
| YTD | +44.3% | -27.5% | +71.8% | +57.3% |
| 1Y | +61.4% | -35.3% | +96.7% | +82.6% |
| 3Y | +170.6% | +31.2% | +139.4% | +126.6% |
| 5Y | +156.4% | -32.1% | +188.5% | +153.1% |
| 10Y | +1,356.4% | +14.7% | +1,341.7% | +1,029.3% |
| All | +1,793.8% | +20.7% | +1,773.1% | +1,207.9% |
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