+95.5%
AMD vs BABA
-34.7%
+130.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -1.0% |
| 7D | -15.5% | +4.3% | -19.8% | -17.0% |
| 30D | -22.6% | -5.0% | -17.7% | -21.0% |
| 3M | -5.7% | -18.4% | +12.6% | +2.2% |
| 6M | +43.1% | -20.3% | +63.4% | +59.9% |
| YTD | +128.2% | -27.5% | +155.7% | +172.8% |
| 1Y | +95.5% | -35.3% | +130.8% | +142.8% |
| All | +95.5% | -34.7% | +130.1% | +142.8% |
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