-28.3%
BABA vs COMP
-17.6%
-10.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.5% | -0.5% |
| 7D | +11.6% | +13.4% | -1.8% | +9.1% |
| 30D | +2.3% | +11.1% | -8.8% | 0.0% |
| 3M | -13.7% | -18.8% | +5.1% | -11.3% |
| 6M | -21.9% | +10.5% | -32.4% | -24.7% |
| YTD | -24.6% | -3.4% | -21.2% | -26.8% |
| 1Y | -34.1% | +19.7% | -53.8% | -38.5% |
| 3Y | +36.3% | +381.6% | -345.4% | -12.1% |
| All | -28.3% | -17.6% | -10.7% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling