+162.2%
ARM vs BABA
+29.7%
+132.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +2.6% | -15.7% | -14.0% |
| 7D | -27.1% | +8.6% | -35.7% | -29.4% |
| 30D | -44.9% | -1.1% | -43.8% | -44.9% |
| 3M | -39.3% | -15.9% | -23.4% | -36.0% |
| 6M | -20.2% | -17.5% | -2.6% | -15.4% |
| YTD | +52.5% | -25.6% | +78.1% | +66.6% |
| 1Y | +4.1% | -33.8% | +37.9% | +17.7% |
| 3Y | +211.7% | +34.6% | +177.1% | +180.8% |
| All | +162.2% | +29.7% | +132.5% | +134.4% |
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