-35.3%
BABA vs ALC
+4.2%
-39.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +4.6% |
| 7D | +4.3% | +10.7% | -6.4% | +4.0% |
| 30D | -5.0% | +20.2% | -25.2% | -5.2% |
| 3M | -18.4% | +8.9% | -27.3% | -18.8% |
| 6M | -20.3% | +5.7% | -26.0% | -20.9% |
| YTD | -27.5% | -1.4% | -26.1% | -27.1% |
| 1Y | -35.3% | +4.7% | -40.0% | -31.6% |
| All | -35.3% | +4.2% | -39.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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