-36.3%
BABA vs IR
+10.4%
-46.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -3.6% | +1.1% | -4.6% | -3.7% |
| 30D | -8.4% | +7.6% | -15.9% | -9.2% |
| 3M | -20.6% | +0.1% | -20.7% | -20.7% |
| 6M | -25.4% | +14.0% | -39.3% | -26.9% |
| YTD | -30.1% | +7.5% | -37.6% | -30.5% |
| 1Y | -36.3% | +10.1% | -46.4% | -35.7% |
| All | -36.3% | +10.4% | -46.7% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling