-39.8%
BABA vs ALM
+410.2%
-450.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.2% |
| 7D | -13.8% | +1.2% | -15.0% | -13.8% |
| 30D | -15.1% | -19.3% | +4.2% | -14.6% |
| 3M | -22.7% | -40.6% | +17.9% | -21.8% |
| 6M | -34.7% | -57.9% | +23.2% | -33.4% |
| YTD | -35.0% | -6.7% | -28.3% | -34.7% |
| 1Y | -40.4% | +20.2% | -60.6% | -40.3% |
| 3Y | +21.9% | +879.4% | -857.5% | +18.7% |
| All | -39.8% | +410.2% | -450.0% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling