+27.1%
BABA vs A
+26.9%
+0.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -4.8% | -1.9% | -2.8% | -4.4% |
| 30D | -11.9% | +6.9% | -18.8% | -13.4% |
| 3M | -9.3% | +9.2% | -18.5% | -11.3% |
| 6M | -14.2% | +25.7% | -39.9% | -19.5% |
| YTD | -22.0% | +11.5% | -33.6% | -24.4% |
| 1Y | -12.7% | +18.4% | -31.1% | -17.3% |
| All | +27.1% | +26.9% | +0.2% | +15.5% |
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