+21.9%
BABA vs COO
-24.0%
+46.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -13.8% | +0.5% | -14.2% | -13.8% |
| 30D | -15.1% | +14.2% | -29.3% | -17.1% |
| 3M | -22.7% | -18.2% | -4.5% | -20.1% |
| 6M | -34.7% | +5.3% | -40.0% | -36.0% |
| YTD | -35.0% | -23.6% | -11.5% | -31.7% |
| 1Y | -40.4% | -12.7% | -27.7% | -39.2% |
| 3Y | +21.9% | -24.2% | +46.1% | +19.9% |
| All | +21.9% | -24.0% | +46.0% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling