-31.3%
BABA vs NDAQ
+55.8%
-87.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +2.0% |
| 7D | -4.8% | -2.4% | -2.3% | -3.9% |
| 30D | -11.9% | +2.5% | -14.3% | -12.8% |
| 3M | -9.3% | +9.9% | -19.2% | -12.9% |
| 6M | -14.2% | +9.4% | -23.7% | -17.9% |
| YTD | -22.0% | +0.4% | -22.5% | -22.9% |
| 1Y | -12.7% | +4.0% | -16.7% | -15.1% |
| 3Y | +26.7% | +94.4% | -67.7% | -12.8% |
| All | -31.3% | +55.8% | -87.1% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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