-34.1%
BABA vs LIN
+25.4%
-59.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.1% |
| 7D | +11.6% | +0.2% | +11.4% | +11.6% |
| 30D | +2.3% | +6.5% | -4.2% | +3.7% |
| 3M | -13.7% | +5.5% | -19.2% | -12.6% |
| 6M | -21.9% | +3.3% | -25.2% | -21.9% |
| YTD | -24.6% | +22.0% | -46.7% | -22.0% |
| 1Y | -34.1% | +25.7% | -59.8% | -32.2% |
| All | -34.1% | +25.4% | -59.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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