+19.2%
BABA vs ALLE
+332.3%
-313.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.3% |
| 7D | +4.3% | +6.7% | -2.4% | +2.0% |
| 30D | -5.0% | +25.4% | -30.4% | -12.5% |
| 3M | -18.4% | +16.9% | -35.3% | -23.1% |
| 6M | -20.3% | +46.6% | -66.8% | -31.3% |
| YTD | -27.5% | +22.4% | -49.9% | -33.5% |
| 1Y | -35.3% | +17.7% | -53.1% | -39.9% |
| 3Y | +31.2% | +96.3% | -65.2% | -2.3% |
| 5Y | -32.1% | +57.4% | -89.5% | -45.9% |
| 10Y | +14.7% | +241.0% | -226.4% | -39.7% |
| All | +19.2% | +332.3% | -313.2% | -44.0% |
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