-31.4%
BABA vs NYT
+39.3%
-70.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | -15.1% | +4.5% | -19.5% | -16.5% |
| 3M | -5.0% | -8.5% | +3.5% | -2.6% |
| 6M | -19.9% | -15.1% | -4.9% | -15.8% |
| YTD | -25.3% | -3.3% | -22.0% | -25.9% |
| 1Y | -23.9% | +17.0% | -40.9% | -30.9% |
| 3Y | +28.1% | +55.7% | -27.6% | -2.2% |
| 5Y | -31.4% | +38.9% | -70.2% | -52.9% |
| All | -31.4% | +39.3% | -70.6% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling