+22.3%
BABA vs NDAQ
+785.5%
-763.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.3% | +3.7% |
| 7D | +8.6% | +1.2% | +7.4% | +8.1% |
| 30D | -1.1% | +15.8% | -16.9% | -7.0% |
| 3M | -15.9% | +13.4% | -29.3% | -20.4% |
| 6M | -17.5% | +20.9% | -38.4% | -24.4% |
| YTD | -25.6% | +11.1% | -36.7% | -29.8% |
| 1Y | -33.8% | +26.5% | -60.3% | -41.0% |
| 3Y | +34.6% | +121.5% | -86.9% | -8.7% |
| 5Y | -27.7% | +61.3% | -89.0% | -44.6% |
| 10Y | +17.7% | +480.0% | -462.3% | -51.3% |
| All | +22.3% | +785.5% | -763.2% | -60.1% |
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