-35.3%
BABA vs ALK
-1.1%
-34.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.8% | -3.8% | +3.7% |
| 7D | +4.3% | +12.4% | -8.1% | +2.6% |
| 30D | -5.0% | +2.1% | -7.0% | -5.4% |
| 3M | -18.4% | -23.9% | +5.5% | -16.0% |
| 6M | -20.3% | +8.2% | -28.5% | -22.8% |
| YTD | -27.5% | -20.5% | -7.0% | -27.1% |
| 1Y | -35.3% | -1.0% | -34.3% | -32.9% |
| All | -35.3% | -1.1% | -34.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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