-27.7%
BABA vs COMP
-28.0%
+0.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.2% | +10.8% | +4.0% |
| 7D | +8.6% | -1.8% | +10.4% | +8.8% |
| 30D | -1.1% | -0.8% | -0.3% | -1.3% |
| 3M | -15.9% | -28.1% | +12.2% | -11.7% |
| 6M | -17.5% | +27.0% | -44.5% | -22.7% |
| YTD | -25.6% | -12.8% | -12.8% | -26.4% |
| 1Y | -33.8% | +4.9% | -38.7% | -36.8% |
| 3Y | +34.6% | +321.0% | -286.4% | -10.9% |
| 5Y | -27.7% | -25.6% | -2.1% | -25.8% |
| All | -27.7% | -28.0% | +0.3% | -25.8% |
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 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