-28.3%
BABA vs B
+134.6%
-162.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | +11.6% | +9.6% | +2.0% | +9.0% |
| 30D | +2.3% | +3.5% | -1.2% | +1.2% |
| 3M | -13.7% | -1.6% | -12.1% | -14.0% |
| 6M | -21.9% | -1.7% | -20.2% | -22.8% |
| YTD | -24.6% | -5.3% | -19.3% | -25.3% |
| 1Y | -34.1% | +27.2% | -61.3% | -40.2% |
| 3Y | +36.3% | +166.1% | -129.9% | -5.0% |
| All | -28.3% | +134.6% | -162.9% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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