-36.3%
BABA vs A
+21.4%
-57.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -8.4% | +3.3% | -11.6% | -8.5% |
| 3M | -20.6% | +18.5% | -39.1% | -21.3% |
| 6M | -25.4% | +59.3% | -84.7% | -27.7% |
| YTD | -30.1% | +31.0% | -61.1% | -31.6% |
| 1Y | -36.3% | +19.3% | -55.6% | -38.8% |
| All | -36.3% | +21.4% | -57.6% | -38.8% |
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