-28.3%
BABA vs EW
-14.5%
-13.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +11.6% | +11.0% | +0.6% | +8.2% |
| 30D | +2.3% | +19.1% | -16.8% | -2.9% |
| 3M | -13.7% | +14.4% | -28.0% | -17.2% |
| 6M | -21.9% | +22.8% | -44.7% | -26.9% |
| YTD | -24.6% | +19.8% | -44.5% | -29.2% |
| 1Y | -34.1% | +23.9% | -58.0% | -38.8% |
| 3Y | +36.3% | +52.2% | -16.0% | +7.7% |
| All | -28.3% | -14.5% | -13.8% | -28.4% |
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 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