+34.5%
BABA vs COMP
+309.8%
-275.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.2% | +10.8% | +3.4% |
| 7D | +8.6% | -1.8% | +10.4% | +8.7% |
| 30D | -1.1% | -0.8% | -0.3% | -1.2% |
| 3M | -15.9% | -28.1% | +12.2% | -13.7% |
| 6M | -17.5% | +27.0% | -44.5% | -20.4% |
| YTD | -25.6% | -12.8% | -12.8% | -26.4% |
| 1Y | -33.8% | +4.9% | -38.7% | -35.6% |
| All | +34.5% | +309.8% | -275.2% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling