+28.2%
BABA vs PAAS
+396.0%
-367.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | -4.8% | -2.9% | -1.9% | -4.4% |
| 30D | -11.9% | +6.8% | -18.7% | -12.8% |
| 3M | -9.3% | -2.9% | -6.4% | -9.4% |
| 6M | -14.2% | -16.4% | +2.2% | -12.9% |
| YTD | -22.0% | 0.0% | -22.1% | -22.9% |
| 1Y | -12.7% | +54.3% | -67.0% | -18.4% |
| 3Y | +26.7% | +230.7% | -204.0% | +6.6% |
| 5Y | -29.3% | +111.6% | -141.0% | -38.9% |
| 10Y | +21.2% | +211.7% | -190.5% | +1.4% |
| All | +28.2% | +396.0% | -367.9% | +6.7% |
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