-33.8%
BABA vs PL
-11.4%
-22.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.1% | +12.8% | +3.0% |
| 7D | +8.6% | -20.5% | +29.1% | +9.4% |
| 30D | -1.1% | -38.8% | +37.7% | +0.7% |
| 3M | -15.9% | -49.1% | +33.2% | -13.9% |
| 6M | -17.5% | -69.4% | +51.8% | -13.8% |
| YTD | -25.6% | -42.3% | +16.7% | -24.4% |
| 1Y | -33.8% | -14.2% | -19.6% | -32.4% |
| All | -33.8% | -11.4% | -22.4% | -32.4% |
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