+28.2%
BABA vs ALLE
+251.3%
-223.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -11.9% | -6.8% | -5.1% | -9.8% |
| 3M | -9.3% | +21.0% | -30.3% | -16.1% |
| 6M | -14.2% | +1.1% | -15.4% | -15.3% |
| YTD | -22.0% | -0.5% | -21.5% | -22.8% |
| 1Y | -12.7% | -7.3% | -5.5% | -11.5% |
| 3Y | +26.7% | +42.3% | -15.6% | +6.6% |
| 5Y | -29.3% | +13.5% | -42.8% | -36.6% |
| 10Y | +21.2% | +144.0% | -122.8% | -26.7% |
| All | +28.2% | +251.3% | -223.1% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling