+34.5%
BABA vs CAPR
+200.7%
-166.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.6% |
| 7D | +8.6% | +29.7% | -21.1% | +8.5% |
| 30D | -1.1% | +11.0% | -12.1% | -1.1% |
| 3M | -15.9% | +118.8% | -134.7% | -16.1% |
| 6M | -17.5% | -73.9% | +56.4% | -17.4% |
| YTD | -25.6% | -70.2% | +44.6% | -25.5% |
| 1Y | -33.8% | +38.3% | -72.1% | -34.5% |
| All | +34.5% | +200.7% | -166.2% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling