-35.3%
BABA vs EW
+19.7%
-55.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.4% | +0.5% | +4.1% |
| 7D | +4.3% | +8.3% | -4.0% | +2.8% |
| 30D | -5.0% | +13.9% | -18.9% | -7.1% |
| 3M | -18.4% | +10.9% | -29.3% | -20.0% |
| 6M | -20.3% | +19.2% | -39.5% | -23.4% |
| YTD | -27.5% | +16.6% | -44.1% | -32.3% |
| 1Y | -35.3% | +18.1% | -53.4% | -39.1% |
| All | -35.3% | +19.7% | -55.0% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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