+27.1%
BABA vs ABCL
+104.5%
-77.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -4.8% | +0.7% | -5.5% | -4.8% |
| 30D | -11.9% | +93.1% | -105.0% | -17.6% |
| 3M | -9.3% | +79.4% | -88.7% | -15.4% |
| 6M | -14.2% | +214.9% | -229.1% | -25.8% |
| YTD | -22.0% | +234.2% | -256.2% | -33.4% |
| 1Y | -12.7% | +174.8% | -187.5% | -23.8% |
| All | +27.1% | +104.5% | -77.3% | +6.2% |
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