+34.5%
BABA vs ALK
+15.2%
+19.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +3.2% |
| 7D | +8.6% | +7.1% | +1.5% | +7.3% |
| 30D | -1.1% | -3.0% | +1.9% | -0.8% |
| 3M | -15.9% | -25.6% | +9.7% | -12.2% |
| 6M | -17.5% | +0.5% | -18.0% | -18.8% |
| YTD | -25.6% | -23.1% | -2.5% | -23.9% |
| 1Y | -33.8% | -7.5% | -26.3% | -34.6% |
| All | +34.5% | +15.2% | +19.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling