+22.3%
BABA vs ALM
+490.9%
-468.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +2.7% |
| 7D | +8.6% | -14.5% | +23.1% | +8.7% |
| 30D | -1.1% | -39.0% | +37.9% | -0.6% |
| 3M | -15.9% | -40.3% | +24.4% | -15.5% |
| 6M | -17.5% | -60.3% | +42.8% | -17.0% |
| YTD | -25.6% | -9.8% | -15.8% | -25.3% |
| 1Y | -33.8% | +30.8% | -64.6% | -33.7% |
| 3Y | +34.6% | +772.4% | -737.8% | +34.6% |
| 5Y | -27.7% | +390.7% | -418.4% | -27.7% |
| 10Y | +17.7% | +2,028.5% | -2,010.8% | +24.6% |
| All | +22.3% | +490.9% | -468.5% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling