-35.3%
BABA vs ALL
+42.7%
-78.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +5.5% |
| 7D | +4.3% | +7.5% | -3.2% | +6.0% |
| 30D | -5.0% | +19.7% | -24.7% | -0.8% |
| 3M | -18.4% | +2.9% | -21.3% | -17.9% |
| 6M | -20.3% | +23.5% | -43.8% | -14.8% |
| YTD | -27.5% | +31.1% | -58.7% | -21.3% |
| 1Y | -35.3% | +40.5% | -75.8% | -24.1% |
| All | -35.3% | +42.7% | -78.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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