-54.5%
BABA vs ABCL
-81.3%
+26.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -11.9% | +93.1% | -105.0% | -20.3% |
| 3M | -9.3% | +79.4% | -88.7% | -18.1% |
| 6M | -14.2% | +214.9% | -229.1% | -29.6% |
| YTD | -22.0% | +234.2% | -256.2% | -37.2% |
| 1Y | -12.7% | +174.8% | -187.5% | -28.1% |
| 3Y | +26.7% | +104.5% | -77.8% | +2.6% |
| 5Y | -29.3% | -39.0% | +9.7% | -36.9% |
| All | -54.5% | -81.3% | +26.8% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling