-33.4%
BABA vs LOW
-1.3%
-32.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +11.6% | +7.4% | +4.2% | +10.3% |
| 30D | +2.3% | +24.5% | -22.2% | -1.0% |
| 3M | -13.7% | +3.5% | -17.2% | -14.0% |
| 6M | -21.9% | -2.6% | -19.3% | -20.6% |
| YTD | -24.6% | -4.8% | -19.8% | -22.3% |
| All | -33.4% | -1.3% | -32.1% | -30.7% |
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