+34.5%
BABA vs A
+61.4%
-26.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.7% | +3.3% |
| 7D | +8.6% | -5.2% | +13.7% | +9.8% |
| 30D | -1.1% | +1.4% | -2.5% | -1.5% |
| 3M | -15.9% | +21.9% | -37.8% | -19.7% |
| 6M | -17.5% | +46.7% | -64.2% | -25.0% |
| YTD | -25.6% | +27.2% | -52.8% | -29.8% |
| 1Y | -33.8% | +17.9% | -51.7% | -36.4% |
| All | +34.5% | +61.4% | -26.9% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling