-36.3%
BABA vs COO
-11.7%
-24.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.6% | -2.3% | -1.3% | -3.4% |
| 30D | -8.4% | +13.3% | -21.6% | -9.1% |
| 3M | -20.6% | -18.1% | -2.5% | -19.9% |
| 6M | -25.4% | +6.7% | -32.1% | -26.4% |
| YTD | -30.1% | -23.2% | -6.9% | -27.4% |
| 1Y | -36.3% | -12.3% | -24.0% | -34.0% |
| All | -36.3% | -11.7% | -24.6% | -34.0% |
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