+22.3%
BABA vs ALB
+79.9%
-57.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -0.9% | +1.7% |
| 7D | +8.6% | +5.5% | +3.1% | +7.1% |
| 30D | -1.1% | -7.5% | +6.4% | +0.9% |
| 3M | -15.9% | -16.9% | +1.0% | -12.5% |
| 6M | -17.5% | -49.2% | +31.7% | -2.9% |
| YTD | -25.6% | -29.9% | +4.3% | -21.1% |
| 1Y | -33.8% | +8.2% | -42.0% | -38.1% |
| 3Y | +34.6% | -19.4% | +54.0% | +25.5% |
| 5Y | -27.7% | -61.6% | +34.0% | -20.0% |
| 10Y | +17.7% | +34.6% | -16.9% | -21.3% |
| All | +22.3% | +79.9% | -57.6% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling