-37.5%
BABA vs M
+26.3%
-63.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +2.4% | +5.0% | -2.7% | +2.2% |
| 30D | -7.8% | +10.6% | -18.4% | -8.0% |
| 3M | -22.4% | +1.6% | -24.0% | -22.5% |
| 6M | -26.0% | +30.8% | -56.8% | -26.6% |
| YTD | -29.3% | +16.9% | -46.2% | -30.4% |
| 1Y | -37.5% | +26.3% | -63.8% | -38.0% |
| All | -37.5% | +26.3% | -63.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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