-28.3%
BABA vs ALB
-61.7%
+33.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +11.6% | +9.1% | +2.6% | +9.3% |
| 30D | +2.3% | -3.4% | +5.7% | +3.1% |
| 3M | -13.7% | -20.6% | +6.9% | -9.3% |
| 6M | -21.9% | -48.2% | +26.3% | -9.2% |
| YTD | -24.6% | -29.2% | +4.6% | -20.6% |
| 1Y | -34.1% | +10.0% | -44.1% | -38.7% |
| 3Y | +36.3% | -12.9% | +49.2% | +23.6% |
| All | -28.3% | -61.7% | +33.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 5y: compounded portfolio wealth divided by compounded ALB 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…
5y analysis · Full analysis span regression · 6 months rolling