-33.8%
BABA vs ALLE
+14.6%
-48.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.8% |
| 7D | +8.6% | 0.0% | +8.5% | +8.5% |
| 30D | -1.1% | +20.6% | -21.7% | -2.1% |
| 3M | -15.9% | +11.4% | -27.3% | -16.2% |
| 6M | -17.5% | +42.5% | -60.1% | -20.2% |
| YTD | -25.6% | +18.9% | -44.5% | -26.7% |
| 1Y | -33.8% | +14.2% | -48.0% | -35.4% |
| All | -33.8% | +14.6% | -48.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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