+22.3%
BABA vs CAPR
-79.1%
+101.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +2.7% |
| 7D | +8.6% | +29.7% | -21.1% | +8.1% |
| 30D | -1.1% | +11.0% | -12.1% | -1.3% |
| 3M | -15.9% | +118.8% | -134.7% | -17.2% |
| 6M | -17.5% | -73.9% | +56.4% | -16.9% |
| YTD | -25.6% | -70.2% | +44.6% | -25.2% |
| 1Y | -33.8% | +38.3% | -72.1% | -37.5% |
| 3Y | +34.6% | +199.7% | -165.0% | +20.2% |
| 5Y | -27.7% | +130.6% | -158.2% | -35.8% |
| 10Y | +17.7% | -68.5% | +86.2% | -0.2% |
| All | +22.3% | -79.1% | +101.4% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling