-36.3%
BABA vs LOW
+1.3%
-37.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.6% | +1.0% | -4.5% | -3.7% |
| 30D | -8.4% | +25.6% | -34.0% | -11.5% |
| 3M | -20.6% | +5.3% | -25.9% | -21.1% |
| 6M | -25.4% | +3.7% | -29.1% | -25.3% |
| YTD | -30.1% | -1.9% | -28.3% | -28.3% |
| 1Y | -36.3% | +0.6% | -36.9% | -34.3% |
| All | -36.3% | +1.3% | -37.5% | -34.3% |
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