-23.9%
BABA vs NYT
+15.8%
-39.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -15.1% | +4.5% | -19.5% | -15.5% |
| 3M | -5.0% | -8.5% | +3.5% | -4.5% |
| 6M | -19.9% | -15.1% | -4.9% | -19.3% |
| YTD | -25.3% | -3.3% | -22.0% | -24.8% |
| 1Y | -23.9% | +17.0% | -40.9% | -21.9% |
| All | -23.9% | +15.8% | -39.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling