+23.9%
BABA vs NDAQ
+787.9%
-764.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +11.6% | +0.8% | +10.8% | +11.3% |
| 30D | +2.3% | +16.5% | -14.2% | -4.1% |
| 3M | -13.7% | +13.5% | -27.2% | -18.3% |
| 6M | -21.9% | +20.9% | -42.8% | -28.4% |
| YTD | -24.6% | +11.4% | -36.1% | -28.9% |
| 1Y | -34.1% | +25.9% | -60.0% | -41.2% |
| 3Y | +36.3% | +119.9% | -83.6% | -7.2% |
| 5Y | -26.7% | +61.7% | -88.5% | -44.0% |
| 10Y | +19.2% | +481.6% | -462.4% | -50.7% |
| All | +23.9% | +787.9% | -764.0% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling