-34.1%
BABA vs A
+20.8%
-54.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.2% |
| 7D | +11.6% | -0.1% | +11.7% | +11.6% |
| 30D | +2.3% | +3.4% | -1.1% | +2.1% |
| 3M | -13.7% | +23.8% | -37.5% | -14.5% |
| 6M | -21.9% | +49.0% | -70.9% | -23.3% |
| YTD | -24.6% | +29.4% | -54.0% | -26.3% |
| 1Y | -34.1% | +19.4% | -53.5% | -37.3% |
| All | -34.1% | +20.8% | -54.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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