-33.4%
BABA vs A
+15.8%
-49.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.1% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | -7.8% | +4.3% | -12.1% | -9.4% |
| 3M | -22.4% | +19.8% | -42.2% | -27.8% |
| 6M | -26.0% | +54.4% | -80.4% | -38.4% |
| YTD | -29.3% | +31.7% | -61.0% | -37.3% |
| 1Y | -37.5% | +22.4% | -60.0% | -43.0% |
| 3Y | +31.9% | +67.7% | -35.8% | -2.5% |
| 5Y | -33.4% | +15.7% | -49.2% | -42.5% |
| All | -33.4% | +15.8% | -49.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling