+28.2%
BABA vs ALK
-1.7%
+29.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -11.9% | -19.2% | +7.3% | -7.8% |
| 3M | -9.3% | -1.5% | -7.7% | -9.9% |
| 6M | -14.2% | -13.1% | -1.2% | -13.2% |
| YTD | -22.0% | -16.4% | -5.6% | -20.7% |
| 1Y | -12.7% | -33.1% | +20.4% | -7.0% |
| 3Y | +26.7% | +0.6% | +26.0% | +16.9% |
| 5Y | -29.3% | -26.4% | -3.0% | -30.8% |
| 10Y | +21.2% | -34.2% | +55.4% | +11.7% |
| All | +28.2% | -1.7% | +29.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling