-40.4%
BABA vs ABT
-13.5%
-27.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | -13.8% | -1.3% | -12.5% | -13.8% |
| 30D | -15.1% | +6.0% | -21.1% | -14.6% |
| 3M | -22.7% | -1.9% | -20.9% | -23.3% |
| 6M | -34.7% | +31.2% | -65.9% | -31.8% |
| YTD | -35.0% | -11.2% | -23.8% | -39.1% |
| 1Y | -40.4% | -14.0% | -26.5% | -44.2% |
| All | -40.4% | -13.5% | -27.0% | -44.2% |
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