-17.5%
BABA vs ALM
-60.3%
+42.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +3.0% |
| 7D | +8.6% | -14.5% | +23.1% | +9.1% |
| 30D | -1.1% | -39.0% | +37.9% | +0.7% |
| 3M | -15.9% | -40.3% | +24.4% | -14.8% |
| 6M | -17.5% | -60.3% | +42.8% | -14.9% |
| All | -17.5% | -60.3% | +42.8% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling