-39.8%
BABA vs LOW
+6.6%
-46.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +1.4% | -15.2% | -14.2% |
| 30D | -15.1% | +21.7% | -36.8% | -20.3% |
| 3M | -22.7% | +5.0% | -27.8% | -24.0% |
| 6M | -34.7% | +4.6% | -39.3% | -36.0% |
| YTD | -35.0% | -3.5% | -31.5% | -34.8% |
| 1Y | -40.4% | +0.5% | -41.0% | -41.1% |
| 3Y | +21.9% | +24.8% | -2.9% | +9.5% |
| All | -39.8% | +6.6% | -46.3% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling