-35.9%
BABA vs ALM
+21.0%
-56.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.1% | -11.8% | -4.3% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -5.4% | -26.1% | +20.7% | -3.4% |
| 3M | -17.9% | -38.1% | +20.2% | -15.6% |
| 6M | -24.1% | -55.4% | +31.3% | -20.5% |
| YTD | -27.4% | -0.4% | -27.0% | -28.2% |
| All | -35.9% | +21.0% | -56.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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