-39.7%
BABA vs CAPR
+65.7%
-105.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.7% | +1.7% | -7.1% |
| 7D | -12.7% | +19.1% | -31.8% | -12.6% |
| 30D | -14.9% | +48.8% | -63.7% | -14.7% |
| 3M | -24.6% | +144.4% | -169.0% | -24.3% |
| 6M | -29.3% | -67.5% | +38.2% | -29.4% |
| YTD | -35.0% | -64.5% | +29.5% | -35.1% |
| 1Y | -39.7% | +74.4% | -114.1% | -38.6% |
| All | -39.7% | +65.7% | -105.4% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling