+34.5%
BABA vs ABCL
+139.9%
-105.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +12.0% | +3.4% |
| 7D | +8.6% | -14.9% | +23.5% | +9.8% |
| 30D | -1.1% | -15.4% | +14.3% | 0.0% |
| 3M | -15.9% | +88.0% | -103.9% | -21.2% |
| 6M | -17.5% | +138.8% | -156.4% | -26.1% |
| YTD | -25.6% | +225.4% | -251.0% | -36.1% |
| 1Y | -33.8% | +137.3% | -171.1% | -41.2% |
| All | +34.5% | +139.9% | -105.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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