+22.3%
BABA vs EW
+483.1%
-460.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.2% | +2.2% |
| 7D | +8.6% | +6.8% | +1.8% | +6.4% |
| 30D | -1.1% | +16.6% | -17.7% | -5.8% |
| 3M | -15.9% | +13.3% | -29.2% | -19.3% |
| 6M | -17.5% | +21.6% | -39.1% | -22.9% |
| YTD | -25.6% | +18.3% | -43.9% | -30.0% |
| 1Y | -33.8% | +21.7% | -55.5% | -38.4% |
| 3Y | +34.6% | +50.3% | -15.7% | +10.1% |
| 5Y | -27.7% | -15.0% | -12.6% | -28.5% |
| 10Y | +17.7% | +237.5% | -219.8% | -29.8% |
| All | +22.3% | +483.1% | -460.8% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling