-35.5%
BABA vs EW
+23.2%
-58.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | +2.4% | +9.3% | -6.9% | +0.5% |
| 30D | -7.8% | +22.1% | -29.8% | -11.2% |
| 3M | -22.4% | +13.0% | -35.4% | -24.4% |
| 6M | -26.0% | +30.1% | -56.1% | -30.4% |
| YTD | -29.3% | +22.0% | -51.3% | -34.6% |
| All | -35.5% | +23.2% | -58.7% | -40.3% |
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