+27.1%
BABA vs P
+158.6%
-131.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -4.8% | +6.5% | -11.3% | -5.4% |
| 30D | -11.9% | +18.8% | -30.7% | -13.8% |
| 3M | -9.3% | +26.7% | -36.0% | -12.2% |
| 6M | -14.2% | +62.2% | -76.4% | -19.9% |
| YTD | -22.0% | +48.5% | -70.5% | -26.5% |
| 1Y | -12.7% | +26.4% | -39.1% | -16.9% |
| All | +27.1% | +158.6% | -131.5% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling