-31.3%
BABA vs M
+27.3%
-58.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.8% |
| 7D | -4.8% | +4.7% | -9.5% | -5.6% |
| 30D | -11.9% | -9.6% | -2.3% | -10.2% |
| 3M | -9.3% | +0.9% | -10.1% | -9.9% |
| 6M | -14.2% | +22.3% | -36.5% | -18.4% |
| YTD | -22.0% | +6.5% | -28.6% | -24.0% |
| 1Y | -12.7% | +38.8% | -51.5% | -19.8% |
| 3Y | +26.7% | +115.9% | -89.3% | -2.6% |
| All | -31.3% | +27.3% | -58.6% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling