-12.7%
BABA vs COMP
+22.2%
-34.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -4.8% | +1.4% | -6.1% | -4.9% |
| 30D | -11.9% | -13.3% | +1.4% | -10.7% |
| 3M | -9.3% | +41.1% | -50.4% | -13.7% |
| 6M | -14.2% | +17.2% | -31.4% | -18.9% |
| YTD | -22.0% | +5.2% | -27.2% | -26.1% |
| 1Y | -12.7% | +18.9% | -31.6% | -15.8% |
| All | -12.7% | +22.2% | -34.9% | -15.8% |
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