-35.9%
BABA vs COO
-8.8%
-27.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -3.9% |
| 7D | +3.8% | +4.3% | -0.5% | +3.5% |
| 30D | -5.4% | +17.6% | -23.0% | -6.4% |
| 3M | -17.9% | -13.9% | -4.1% | -17.5% |
| 6M | -24.1% | +6.6% | -30.6% | -24.8% |
| YTD | -27.4% | -22.0% | -5.4% | -25.0% |
| All | -35.9% | -8.8% | -27.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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