+28.2%
BABA vs A
+296.0%
-267.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -4.8% | -1.9% | -2.8% | -3.9% |
| 30D | -11.9% | +6.9% | -18.8% | -14.8% |
| 3M | -9.3% | +9.2% | -18.5% | -13.5% |
| 6M | -14.2% | +25.7% | -39.9% | -24.6% |
| YTD | -22.0% | +11.5% | -33.6% | -27.6% |
| 1Y | -12.7% | +18.4% | -31.1% | -21.9% |
| 3Y | +26.7% | +26.6% | 0.0% | +4.8% |
| 5Y | -29.3% | -12.8% | -16.5% | -30.1% |
| 10Y | +21.2% | +247.2% | -225.9% | -48.7% |
| All | +28.2% | +296.0% | -267.8% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling