-35.7%
BABA vs ALC
+24.0%
-59.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | -4.8% | -2.1% | -2.7% | -4.0% |
| 30D | -11.9% | -0.1% | -11.8% | -12.0% |
| 3M | -9.3% | +5.9% | -15.2% | -11.6% |
| 6M | -14.2% | -15.9% | +1.7% | -9.2% |
| YTD | -22.0% | -10.1% | -11.9% | -19.9% |
| 1Y | -12.7% | -10.2% | -2.5% | -10.5% |
| 3Y | +26.7% | -13.6% | +40.2% | +28.5% |
| 5Y | -29.3% | -15.1% | -14.2% | -30.0% |
| All | -35.7% | +24.0% | -59.7% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling