-28.3%
BABA vs ALK
-34.8%
+6.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +11.6% | +9.0% | +2.6% | +8.9% |
| 30D | +2.3% | -1.6% | +3.9% | +2.5% |
| 3M | -13.7% | -23.2% | +9.5% | -7.7% |
| 6M | -21.9% | -3.9% | -18.0% | -23.0% |
| YTD | -24.6% | -22.6% | -2.1% | -21.7% |
| 1Y | -34.1% | -5.3% | -28.8% | -36.3% |
| 3Y | +36.3% | +18.6% | +17.7% | +3.3% |
| All | -28.3% | -34.8% | +6.5% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling