-37.5%
BABA vs A
+22.0%
-59.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.5% |
| 7D | +2.4% | +1.4% | +1.0% | +2.3% |
| 30D | -7.8% | +4.3% | -12.1% | -8.0% |
| 3M | -22.4% | +19.8% | -42.2% | -23.0% |
| 6M | -26.0% | +54.4% | -80.4% | -27.6% |
| YTD | -29.3% | +31.7% | -61.0% | -30.9% |
| 1Y | -37.5% | +22.4% | -60.0% | -40.3% |
| All | -37.5% | +22.0% | -59.5% | -40.3% |
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