+28.2%
BABA vs CAPR
-77.1%
+105.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -4.8% | -2.0% | -2.8% | -4.7% |
| 30D | -11.9% | +139.2% | -151.1% | -13.3% |
| 3M | -9.3% | -66.4% | +57.1% | -8.8% |
| 6M | -14.2% | -63.1% | +48.9% | -14.0% |
| YTD | -22.0% | -67.4% | +45.4% | -21.7% |
| 1Y | -12.7% | +58.2% | -71.0% | -17.8% |
| 3Y | +26.7% | +42.2% | -15.6% | +15.2% |
| 5Y | -29.3% | +87.3% | -116.6% | -37.0% |
| 10Y | +21.2% | -75.3% | +96.5% | +3.2% |
| All | +28.2% | -77.1% | +105.3% | +10.4% |
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