+22.3%
BABA vs ARMK
+195.5%
-173.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.6% |
| 7D | +8.6% | -10.2% | +18.8% | +11.4% |
| 30D | -1.1% | -9.3% | +8.2% | +1.1% |
| 3M | -15.9% | -11.4% | -4.5% | -13.8% |
| 6M | -17.5% | +11.6% | -29.2% | -20.5% |
| YTD | -25.6% | +37.5% | -63.1% | -32.1% |
| 1Y | -33.8% | +34.9% | -68.7% | -39.4% |
| 3Y | +34.6% | +83.4% | -48.8% | +12.1% |
| 5Y | -27.7% | +87.9% | -115.5% | -40.6% |
| 10Y | +17.7% | +117.0% | -99.3% | -5.0% |
| All | +22.3% | +195.5% | -173.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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