+22.3%
BABA vs ALL
+451.6%
-429.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +8.6% | +4.2% | +4.3% | +7.8% |
| 30D | -1.1% | +18.9% | -20.0% | -4.2% |
| 3M | -15.9% | +1.2% | -17.1% | -16.2% |
| 6M | -17.5% | +23.2% | -40.8% | -21.1% |
| YTD | -25.6% | +30.0% | -55.6% | -29.8% |
| 1Y | -33.8% | +39.6% | -73.4% | -38.7% |
| 3Y | +34.6% | +115.2% | -80.6% | +9.7% |
| 5Y | -27.7% | +156.2% | -183.9% | -44.9% |
| 10Y | +17.7% | +398.0% | -380.3% | -35.5% |
| All | +22.3% | +451.6% | -429.3% | -41.7% |
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