-34.1%
BABA vs ABT
-9.0%
-25.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.1% |
| 7D | +11.6% | +3.5% | +8.1% | +11.9% |
| 30D | +2.3% | +12.0% | -9.7% | +3.4% |
| 3M | -13.7% | +2.5% | -16.1% | -13.8% |
| 6M | -21.9% | +29.1% | -51.0% | -18.7% |
| YTD | -24.6% | -10.1% | -14.6% | -29.8% |
| 1Y | -34.1% | -9.8% | -24.3% | -38.7% |
| All | -34.1% | -9.0% | -25.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 1y: compounded portfolio wealth divided by compounded ABT 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…
1y analysis · Full analysis span regression · 6 months rolling