-19.5%
BABA vs PSX
+102.1%
-121.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -0.2% | +2.8% | -3.0% | -0.3% |
| 30D | -12.3% | +27.8% | -40.0% | -13.6% |
| 3M | -5.3% | +42.0% | -47.3% | -7.9% |
| 6M | -13.1% | +58.1% | -71.2% | -17.0% |
| YTD | -22.4% | +105.0% | -127.5% | -34.1% |
| 1Y | -19.5% | +104.9% | -124.4% | -34.8% |
| All | -19.5% | +102.1% | -121.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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