+79.7%
BABA vs P
+449.6%
-370.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -16.4% | +19.0% | +5.6% |
| 7D | +8.6% | -31.9% | +40.5% | +15.5% |
| 30D | -1.1% | -36.5% | +35.4% | +6.3% |
| 3M | -15.9% | +11.6% | -27.5% | -19.5% |
| 6M | -17.5% | +25.2% | -42.7% | -23.9% |
| YTD | -25.6% | +39.4% | -65.0% | -33.2% |
| 1Y | -33.8% | -3.7% | -30.1% | -37.0% |
| 3Y | +34.6% | +167.3% | -132.7% | -3.5% |
| 5Y | -27.7% | +237.3% | -265.0% | -51.8% |
| 10Y | +17.7% | +698.6% | -680.9% | -34.8% |
| All | +79.7% | +449.6% | -370.0% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling