+19.2%
BABA vs B
+216.1%
-196.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.3% | -3.4% | +4.0% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | -5.0% | +0.3% | -5.3% | -5.1% |
| 3M | -18.4% | +5.4% | -23.8% | -19.1% |
| 6M | -20.3% | +5.5% | -25.8% | -21.2% |
| YTD | -27.5% | -6.3% | -21.2% | -27.5% |
| 1Y | -35.3% | +29.4% | -64.7% | -37.5% |
| 3Y | +31.2% | +160.3% | -129.1% | +17.7% |
| 5Y | -32.1% | +144.6% | -176.7% | -39.1% |
| 10Y | +14.7% | +169.3% | -154.7% | +1.5% |
| All | +19.2% | +216.1% | -196.9% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling