-39.7%
BABA vs ALK
-7.4%
-32.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.8% | -2.2% | -6.4% |
| 7D | -12.7% | +0.9% | -13.6% | -12.8% |
| 30D | -14.9% | +3.3% | -18.2% | -15.4% |
| 3M | -24.6% | -17.6% | -7.1% | -23.1% |
| 6M | -29.3% | +0.8% | -30.2% | -30.9% |
| YTD | -35.0% | -22.4% | -12.7% | -34.3% |
| 1Y | -39.7% | -10.1% | -29.6% | -38.3% |
| All | -39.7% | -7.4% | -32.3% | -38.3% |
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