-28.3%
BABA vs INDA
+8.0%
-36.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | -0.3% |
| 7D | +11.6% | +6.6% | +5.0% | +5.4% |
| 30D | +2.3% | +10.4% | -8.1% | -6.4% |
| 3M | -13.7% | +1.5% | -15.2% | -14.9% |
| 6M | -21.9% | +1.7% | -23.6% | -23.4% |
| YTD | -24.6% | -5.8% | -18.8% | -20.5% |
| 1Y | -34.1% | -5.1% | -29.0% | -31.1% |
| 3Y | +36.3% | +16.0% | +20.3% | +7.9% |
| All | -28.3% | +8.0% | -36.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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