-31.3%
BABA vs EW
-25.6%
-5.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -11.9% | +1.0% | -12.9% | -12.2% |
| 3M | -9.3% | +2.8% | -12.1% | -10.3% |
| 6M | -14.2% | +5.5% | -19.7% | -16.0% |
| YTD | -22.0% | +5.5% | -27.5% | -23.8% |
| 1Y | -12.7% | +11.0% | -23.8% | -16.3% |
| 3Y | +26.7% | +17.7% | +9.0% | +11.4% |
| All | -31.3% | -25.6% | -5.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling