-39.7%
BABA vs EW
+24.1%
-63.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.0% | -7.1% |
| 7D | -12.7% | +4.9% | -17.6% | -13.6% |
| 30D | -14.9% | +24.1% | -39.0% | -18.3% |
| 3M | -24.6% | +13.7% | -38.3% | -26.7% |
| 6M | -29.3% | +32.7% | -62.0% | -33.9% |
| YTD | -35.0% | +24.1% | -59.1% | -40.1% |
| 1Y | -39.7% | +23.6% | -63.3% | -44.4% |
| All | -39.7% | +24.1% | -63.8% | -44.4% |
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