-35.3%
BABA vs PL
-0.6%
-34.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.4% | +11.3% | +5.1% |
| 7D | +4.3% | -11.7% | +16.0% | +4.8% |
| 30D | -5.0% | -27.1% | +22.2% | -3.8% |
| 3M | -18.4% | -44.6% | +26.2% | -16.6% |
| 6M | -20.3% | -67.2% | +46.9% | -16.7% |
| YTD | -27.5% | -35.9% | +8.3% | -26.6% |
| 1Y | -35.3% | -0.4% | -34.9% | -34.2% |
| All | -35.3% | -0.6% | -34.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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