+35.4%
BABA vs EW
+57.6%
-22.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -4.0% |
| 7D | +3.8% | +12.3% | -8.5% | +2.4% |
| 30D | -5.4% | +22.9% | -28.3% | -7.6% |
| 3M | -17.9% | +16.7% | -34.6% | -19.4% |
| 6M | -24.1% | +31.0% | -55.0% | -26.5% |
| YTD | -27.4% | +22.8% | -50.3% | -29.4% |
| 1Y | -36.1% | +25.6% | -61.6% | -38.0% |
| 3Y | +35.4% | +62.0% | -26.6% | +24.9% |
| All | +35.4% | +57.6% | -22.3% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling