+22.3%
BABA vs M
-34.8%
+57.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +3.4% |
| 7D | +8.6% | -2.1% | +10.7% | +8.8% |
| 30D | -1.1% | +7.7% | -8.8% | -2.2% |
| 3M | -15.9% | -4.4% | -11.6% | -15.6% |
| 6M | -17.5% | +27.5% | -45.0% | -20.7% |
| YTD | -25.6% | +12.8% | -38.3% | -27.5% |
| 1Y | -33.8% | +20.7% | -54.6% | -36.3% |
| 3Y | +34.6% | +111.3% | -76.7% | +16.0% |
| 5Y | -27.7% | -6.3% | -21.3% | -32.9% |
| 10Y | +17.7% | +1.5% | +16.2% | +3.4% |
| All | +22.3% | -34.8% | +57.1% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling