-35.3%
BABA vs D
+23.9%
-59.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.5% | +4.9% |
| 7D | +4.3% | +8.5% | -4.2% | +4.5% |
| 30D | -5.0% | +14.3% | -19.3% | -4.6% |
| 3M | -18.4% | +1.8% | -20.2% | -18.3% |
| 6M | -20.3% | +13.0% | -33.3% | -20.6% |
| YTD | -27.5% | +22.7% | -50.3% | -28.1% |
| 1Y | -35.3% | +22.6% | -57.9% | -36.0% |
| All | -35.3% | +23.9% | -59.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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