+28.2%
BABA vs ALL
+436.8%
-408.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -11.9% | -1.5% | -10.4% | -11.7% |
| 3M | -9.3% | +23.6% | -32.9% | -13.2% |
| 6M | -14.2% | +22.3% | -36.6% | -17.9% |
| YTD | -22.0% | +26.5% | -48.6% | -26.0% |
| 1Y | -12.7% | +27.0% | -39.7% | -17.5% |
| 3Y | +26.7% | +149.6% | -122.9% | -1.2% |
| 5Y | -29.3% | +118.1% | -147.4% | -43.8% |
| 10Y | +21.2% | +369.0% | -347.7% | -32.0% |
| All | +28.2% | +436.8% | -408.7% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling