-40.4%
BABA vs P
+23.6%
-64.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -13.8% | +11.6% | -25.4% | -14.6% |
| 30D | -15.1% | -23.7% | +8.6% | -13.1% |
| 3M | -22.7% | -8.0% | -14.8% | -23.0% |
| 6M | -34.7% | +27.9% | -62.6% | -38.0% |
| YTD | -35.0% | +61.2% | -96.2% | -41.3% |
| 1Y | -40.4% | +28.6% | -69.0% | -45.4% |
| All | -40.4% | +23.6% | -64.0% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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