-35.3%
BABA vs IT
-17.9%
-17.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +4.9% |
| 7D | +4.3% | -5.5% | +9.8% | +4.3% |
| 30D | -5.0% | +10.3% | -15.3% | -4.8% |
| 3M | -18.4% | +11.5% | -29.9% | -18.2% |
| 6M | -20.3% | +40.3% | -60.5% | -19.6% |
| YTD | -27.5% | -17.9% | -9.6% | -34.5% |
| 1Y | -35.3% | -8.8% | -26.5% | -38.6% |
| All | -35.3% | -17.9% | -17.4% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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