-31.3%
BABA vs INDA
+8.8%
-40.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +0.7% | -5.5% | -5.4% |
| 30D | -11.9% | -0.8% | -11.1% | -11.3% |
| 3M | -9.3% | +3.9% | -13.2% | -12.7% |
| 6M | -14.2% | -0.7% | -13.5% | -13.9% |
| YTD | -22.0% | -7.7% | -14.4% | -16.4% |
| 1Y | -12.7% | -5.1% | -7.6% | -9.0% |
| 3Y | +26.7% | +13.6% | +13.0% | +3.0% |
| All | -31.3% | +8.8% | -40.1% | -41.4% |
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