-35.3%
BABA vs COMP
+23.8%
-59.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.7% | -2.8% | +4.0% |
| 7D | +4.3% | +9.5% | -5.2% | +3.2% |
| 30D | -5.0% | +8.1% | -13.0% | -6.0% |
| 3M | -18.4% | -16.3% | -2.0% | -17.2% |
| 6M | -20.3% | +42.2% | -62.5% | -25.8% |
| YTD | -27.5% | -5.0% | -22.5% | -31.6% |
| 1Y | -35.3% | +20.1% | -55.4% | -41.1% |
| All | -35.3% | +23.8% | -59.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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