-35.3%
BABA vs LOW
-0.5%
-34.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.5% | -2.6% | +3.6% |
| 7D | +4.3% | +15.6% | -11.3% | +2.1% |
| 30D | -5.0% | +28.6% | -33.6% | -8.4% |
| 3M | -18.4% | +5.8% | -24.2% | -18.9% |
| 6M | -20.3% | +3.8% | -24.1% | -20.3% |
| YTD | -27.5% | -2.8% | -24.7% | -25.4% |
| 1Y | -35.3% | -1.4% | -33.9% | -33.0% |
| All | -35.3% | -0.5% | -34.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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