-34.1%
BABA vs ALM
+31.8%
-65.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +1.1% |
| 7D | +11.6% | -6.7% | +18.3% | +12.1% |
| 30D | +2.3% | -32.9% | +35.2% | +5.2% |
| 3M | -13.7% | -39.5% | +25.8% | -11.2% |
| 6M | -21.9% | -62.0% | +40.1% | -17.1% |
| YTD | -24.6% | -7.8% | -16.8% | -24.7% |
| 1Y | -34.1% | +26.7% | -60.8% | -34.2% |
| All | -34.1% | +31.8% | -65.9% | -34.2% |
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