-33.8%
BABA vs LIN
+26.9%
-60.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | +8.6% | +3.6% | +5.0% | +9.4% |
| 30D | -1.1% | +6.4% | -7.5% | +0.2% |
| 3M | -15.9% | +6.5% | -22.4% | -14.7% |
| 6M | -17.5% | +4.9% | -22.4% | -17.3% |
| YTD | -25.6% | +23.4% | -49.0% | -22.5% |
| 1Y | -33.8% | +26.3% | -60.1% | -31.9% |
| All | -33.8% | +26.9% | -60.7% | -31.9% |
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