-28.3%
BABA vs ALM
+396.4%
-424.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +1.2% |
| 7D | +11.6% | -6.7% | +18.3% | +11.8% |
| 30D | +2.3% | -32.9% | +35.2% | +3.4% |
| 3M | -13.7% | -39.5% | +25.8% | -12.7% |
| 6M | -21.9% | -62.0% | +40.1% | -20.3% |
| YTD | -24.6% | -7.8% | -16.8% | -24.3% |
| 1Y | -34.1% | +26.7% | -60.8% | -34.0% |
| 3Y | +36.3% | +825.4% | -789.1% | +32.8% |
| All | -28.3% | +396.4% | -424.7% | -34.0% |
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