+22.3%
BABA vs PAAS
+292.1%
-269.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.9% |
| 7D | +8.6% | -0.4% | +9.0% | +8.6% |
| 30D | -1.1% | -11.6% | +10.5% | +0.4% |
| 3M | -15.9% | -15.6% | -0.3% | -14.4% |
| 6M | -17.5% | -19.1% | +1.6% | -15.9% |
| YTD | -25.6% | -20.9% | -4.7% | -24.3% |
| 1Y | -33.8% | +21.3% | -55.1% | -36.2% |
| 3Y | +34.6% | +177.4% | -142.8% | +15.9% |
| 5Y | -27.7% | +71.3% | -99.0% | -35.8% |
| 10Y | +17.7% | +181.5% | -163.8% | +0.9% |
| All | +22.3% | +292.1% | -269.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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