+31.1%
BABA vs NET
+314.6%
-283.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.2% |
| 7D | +4.3% | -16.4% | +20.6% | +6.0% |
| 30D | -5.0% | -25.8% | +20.9% | -2.3% |
| 3M | -18.4% | -11.5% | -6.8% | -17.8% |
| 6M | -20.3% | +18.9% | -39.2% | -23.1% |
| YTD | -27.5% | +35.2% | -62.7% | -31.9% |
| 1Y | -35.3% | +14.5% | -49.8% | -37.9% |
| All | +31.1% | +314.6% | -283.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 3y: compounded portfolio wealth divided by compounded NET 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…
3y analysis · Full analysis span regression · 6 months rolling