+174.6%
ARM vs BABA
+31.3%
+143.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.5% | +4.3% |
| 7D | -15.2% | +11.6% | -26.9% | -18.7% |
| 30D | -40.7% | +2.3% | -43.0% | -41.3% |
| 3M | -39.1% | -13.7% | -25.4% | -36.4% |
| 6M | -26.4% | -21.9% | -4.5% | -20.6% |
| YTD | +59.7% | -24.6% | +84.4% | +73.8% |
| 1Y | +10.3% | -34.1% | +44.4% | +24.9% |
| 3Y | +228.9% | +36.3% | +192.6% | +195.2% |
| All | +174.6% | +31.3% | +143.3% | +144.4% |
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